-34.6%
AAL vs BEN
+30.9%
-65.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -1.2% |
| 7D | +10.1% | +12.1% | -2.1% | +1.0% |
| 30D | +10.6% | +13.4% | -2.8% | +0.7% |
| 3M | -5.9% | +9.4% | -15.3% | -12.1% |
| 6M | +5.7% | +19.3% | -13.6% | -7.7% |
| YTD | -8.0% | +57.3% | -65.2% | -35.1% |
| 1Y | +6.0% | +69.1% | -63.1% | -29.3% |
| 3Y | +19.6% | +85.6% | -66.0% | -29.2% |
| 5Y | -34.6% | +32.9% | -67.5% | -48.5% |
| All | -34.6% | +30.9% | -65.5% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling