-65.5%
AAL vs BEN
+55.0%
-120.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -1.3% |
| 7D | +10.1% | +12.1% | -2.1% | +0.9% |
| 30D | +10.6% | +13.4% | -2.8% | +0.6% |
| 3M | -5.9% | +9.4% | -15.3% | -12.1% |
| 6M | +5.7% | +19.3% | -13.6% | -7.9% |
| YTD | -8.0% | +57.3% | -65.2% | -35.5% |
| 1Y | +6.0% | +69.1% | -63.1% | -29.7% |
| 3Y | +19.6% | +85.6% | -66.0% | -29.0% |
| 5Y | -34.6% | +32.9% | -67.5% | -50.1% |
| 10Y | -65.5% | +58.3% | -123.8% | -78.8% |
| All | -65.5% | +55.0% | -120.4% | -78.8% |
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