-7.7%
AAL vs BEN
+56.8%
-64.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.5% |
| 7D | -0.3% | +4.7% | -5.0% | -3.5% |
| 30D | -19.0% | +2.6% | -21.6% | -20.5% |
| 3M | -5.1% | +11.5% | -16.6% | -12.0% |
| 6M | +15.5% | +35.3% | -19.9% | -7.2% |
| YTD | -15.8% | +48.6% | -64.4% | -36.5% |
| 1Y | -0.3% | +46.7% | -47.0% | -24.4% |
| 3Y | -7.7% | +57.0% | -64.7% | -35.7% |
| All | -7.7% | +56.8% | -64.5% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling