+2.1%
AAL vs BITO
-30.5%
+32.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.8% |
| 7D | -3.7% | +2.9% | -6.6% | -4.5% |
| 30D | -20.8% | +22.6% | -43.4% | -25.1% |
| 3M | -1.3% | +24.7% | -25.9% | -7.2% |
| 6M | +5.4% | +7.5% | -2.1% | +3.2% |
| YTD | -14.4% | -10.8% | -3.6% | -13.5% |
| 1Y | +2.1% | -29.9% | +32.0% | +12.4% |
| All | +2.1% | -30.5% | +32.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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