-65.1%
AAL vs BIL
+25.2%
-90.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -13.7% | +0.3% | -14.0% | -14.2% |
| 3M | -8.2% | +0.9% | -9.1% | -9.8% |
| 6M | +13.1% | +1.8% | +11.3% | +9.7% |
| YTD | -15.6% | +2.5% | -18.0% | -19.1% |
| 1Y | +1.4% | +3.7% | -2.3% | -4.2% |
| 3Y | -7.4% | +14.1% | -21.5% | -19.4% |
| 5Y | -35.9% | +19.4% | -55.4% | -48.9% |
| 10Y | -65.1% | +25.2% | -90.3% | -74.5% |
| All | -65.1% | +25.2% | -90.3% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling