-67.1%
AAL vs BIL
+25.6%
-92.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.6% | -0.3% | +4.9% | +4.8% |
| 30D | +2.6% | 0.0% | +2.6% | +2.0% |
| 3M | -17.8% | +0.6% | -18.4% | -19.5% |
| 6M | +1.9% | +1.5% | +0.3% | -2.3% |
| YTD | -14.0% | +2.8% | -16.8% | -19.5% |
| 1Y | +0.2% | +3.3% | -3.1% | -7.3% |
| 3Y | +13.0% | +13.5% | -0.4% | -8.7% |
| 5Y | -39.6% | +19.8% | -59.4% | -56.9% |
| All | -67.1% | +25.6% | -92.7% | -80.2% |
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