-60.8%
AAL vs BIL
+30.4%
-91.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.2% |
| 7D | +4.6% | -0.3% | +4.9% | +2.3% |
| 30D | +2.6% | 0.0% | +2.6% | +2.6% |
| 3M | -17.8% | +0.3% | -18.1% | -15.4% |
| 6M | +1.9% | +1.2% | +0.6% | +13.7% |
| YTD | -14.0% | +2.5% | -16.5% | +6.8% |
| 1Y | +0.2% | +3.0% | -2.8% | +31.1% |
| 3Y | +13.0% | +13.2% | -0.1% | +252.3% |
| 5Y | -39.6% | +19.4% | -59.0% | +216.9% |
| 10Y | -65.7% | +25.2% | -90.9% | +190.0% |
| All | -60.8% | +30.4% | -91.2% | +395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling