-8.2%
AAL vs BG
+19.0%
-27.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | -13.7% | +10.3% | -24.1% | -15.0% |
| 3M | -8.2% | -1.9% | -6.3% | -7.6% |
| 6M | +13.1% | +5.2% | +7.9% | +11.1% |
| YTD | -15.6% | +41.2% | -56.7% | -25.0% |
| 1Y | +1.4% | +50.5% | -49.1% | -12.4% |
| All | -8.2% | +19.0% | -27.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling