-27.6%
AAL vs BG
+202.4%
-230.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.7% |
| 7D | -0.1% | +2.6% | -2.6% | -1.1% |
| 30D | +11.7% | -6.7% | +18.4% | +14.6% |
| 3M | -12.5% | -9.3% | -3.3% | -9.9% |
| 6M | +3.6% | -18.3% | +22.0% | +9.9% |
| YTD | -14.1% | +16.2% | -30.3% | -22.6% |
| 1Y | +0.8% | +7.6% | -6.8% | -6.3% |
| 3Y | +11.8% | +6.6% | +5.2% | +1.7% |
| 5Y | -35.1% | +22.2% | -57.3% | -46.2% |
| 10Y | -68.3% | +112.0% | -180.3% | -80.5% |
| All | -27.6% | +202.4% | -230.0% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling