-64.8%
AAL vs BIIB
-26.2%
-38.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -0.9% | -1.7% | +0.8% | -0.6% |
| 30D | -12.9% | +4.0% | -16.8% | -13.5% |
| 3M | -11.2% | +8.6% | -19.8% | -12.8% |
| 6M | +17.8% | +14.0% | +3.8% | +14.5% |
| YTD | -15.1% | +23.4% | -38.5% | -18.8% |
| 1Y | +0.5% | +45.9% | -45.4% | -6.9% |
| 3Y | -7.7% | -16.1% | +8.5% | -7.5% |
| 5Y | -31.3% | -27.6% | -3.8% | -31.4% |
| All | -64.8% | -26.2% | -38.6% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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