-65.5%
AAL vs BIL
+25.7%
-91.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +10.1% | +0.1% | +10.0% | +10.0% |
| 30D | +10.6% | 0.0% | +10.6% | +10.1% |
| 3M | -5.9% | +0.6% | -6.5% | -7.9% |
| 6M | +5.7% | +1.5% | +4.2% | +1.2% |
| YTD | -8.0% | +2.8% | -10.7% | -14.2% |
| 1Y | +6.0% | +3.3% | +2.7% | -2.4% |
| 3Y | +19.6% | +13.4% | +6.2% | -5.4% |
| 5Y | -34.6% | +19.8% | -54.4% | -54.9% |
| 10Y | -65.5% | +25.7% | -91.1% | -80.5% |
| All | -65.5% | +25.7% | -91.1% | -80.5% |
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