-32.8%
AAL vs BIL
+19.4%
-52.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | -20.8% | +0.3% | -21.1% | -21.2% |
| 3M | -1.3% | +0.9% | -2.2% | -2.3% |
| 6M | +5.4% | +1.8% | +3.5% | +3.8% |
| YTD | -14.4% | +2.4% | -16.8% | -16.1% |
| 1Y | +2.1% | +3.7% | -1.6% | +0.2% |
| 3Y | -10.6% | +14.2% | -24.7% | -0.9% |
| All | -32.8% | +19.4% | -52.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling