+2.1%
AAL vs BIL
+3.7%
-1.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +0.5% |
| 7D | -3.7% | +0.1% | -3.8% | -5.6% |
| 30D | -20.8% | +0.3% | -21.1% | -26.1% |
| 3M | -1.3% | +0.9% | -2.2% | -18.0% |
| 6M | +5.4% | +1.8% | +3.5% | -27.8% |
| YTD | -14.4% | +2.4% | -16.8% | -52.7% |
| 1Y | +2.1% | +3.7% | -1.6% | -66.1% |
| All | +2.1% | +3.7% | -1.6% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling