-33.4%
AAL vs BITO
-8.3%
-25.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -3.4% | +2.5% | 0.0% |
| 30D | -12.9% | +21.4% | -34.3% | -17.5% |
| 3M | -11.2% | +20.5% | -31.7% | -15.9% |
| 6M | +17.8% | +7.4% | +10.5% | +14.9% |
| YTD | -15.1% | -13.9% | -1.3% | -13.2% |
| 1Y | +0.5% | -35.1% | +35.5% | +10.5% |
| 3Y | -7.7% | +156.8% | -164.5% | -32.7% |
| All | -33.4% | -8.3% | -25.0% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling