-64.8%
AAL vs BG
+166.7%
-231.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.9% |
| 7D | -0.9% | +3.1% | -4.0% | -2.2% |
| 30D | -12.9% | +10.2% | -23.1% | -16.5% |
| 3M | -11.2% | -1.7% | -9.5% | -11.7% |
| 6M | +17.8% | +1.0% | +16.9% | +14.7% |
| YTD | -15.1% | +39.9% | -55.0% | -29.2% |
| 1Y | +0.5% | +53.2% | -52.8% | -20.2% |
| 3Y | -7.7% | +16.3% | -23.9% | -18.7% |
| 5Y | -31.3% | +83.9% | -115.2% | -54.1% |
| All | -64.8% | +166.7% | -231.5% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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