-65.1%
AAL vs BEN
+53.7%
-118.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +1.4% |
| 7D | -1.3% | +3.4% | -4.7% | -3.8% |
| 30D | -13.7% | +1.8% | -15.5% | -15.0% |
| 3M | -8.2% | +8.4% | -16.5% | -13.7% |
| 6M | +13.1% | +35.6% | -22.5% | -10.9% |
| YTD | -15.6% | +46.4% | -62.0% | -37.2% |
| 1Y | +1.4% | +46.3% | -44.9% | -25.0% |
| 3Y | -7.4% | +54.6% | -62.1% | -36.2% |
| 5Y | -35.9% | +39.4% | -75.3% | -53.7% |
| 10Y | -65.1% | +57.6% | -122.7% | -78.4% |
| All | -65.1% | +53.7% | -118.8% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling