-0.3%
AAL vs BIL
+3.7%
-4.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.9% |
| 7D | -0.3% | +0.1% | -0.4% | -1.9% |
| 30D | -19.0% | +0.3% | -19.3% | -23.6% |
| 3M | -5.1% | +0.9% | -6.0% | -19.9% |
| 6M | +15.5% | +1.8% | +13.7% | -18.5% |
| YTD | -15.8% | +2.5% | -18.2% | -52.3% |
| 1Y | -0.3% | +3.7% | -4.0% | -64.3% |
| All | -0.3% | +3.7% | -4.0% | -64.3% |
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