-60.9%
AAL vs BIL
+30.4%
-91.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.0% |
| 30D | -20.8% | +0.3% | -21.1% | -18.5% |
| 3M | -1.3% | +0.9% | -2.2% | +7.3% |
| 6M | +5.4% | +1.8% | +3.5% | +23.9% |
| YTD | -14.4% | +2.4% | -16.8% | +6.3% |
| 1Y | +2.1% | +3.7% | -1.6% | +41.7% |
| 3Y | -10.6% | +14.2% | -24.7% | +203.6% |
| 5Y | -32.2% | +19.4% | -51.6% | +254.6% |
| 10Y | -62.7% | +25.2% | -87.9% | +215.3% |
| All | -60.9% | +30.4% | -91.3% | +392.6% |
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