-27.8%
AAL vs BG
+253.1%
-281.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -3.7% | +2.8% | -6.5% | -4.9% |
| 30D | -20.8% | +12.0% | -32.8% | -24.8% |
| 3M | -1.3% | -7.7% | +6.4% | +0.6% |
| 6M | +5.4% | +4.5% | +0.9% | +0.9% |
| YTD | -14.4% | +35.7% | -50.0% | -27.1% |
| 1Y | +2.1% | +50.1% | -48.0% | -17.4% |
| 3Y | -10.6% | +12.6% | -23.2% | -19.9% |
| 5Y | -32.2% | +75.4% | -107.6% | -51.7% |
| 10Y | -62.7% | +150.5% | -213.2% | -78.5% |
| All | -27.8% | +253.1% | -281.0% | -68.1% |
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