-64.8%
AAL vs BKR
+125.3%
-190.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -0.9% | -7.0% | +6.1% | +2.2% |
| 30D | -12.9% | -8.1% | -4.7% | -9.6% |
| 3M | -11.2% | -6.6% | -4.6% | -9.3% |
| 6M | +17.8% | +0.9% | +17.0% | +14.8% |
| YTD | -15.1% | +31.1% | -46.2% | -27.5% |
| 1Y | +0.5% | +27.7% | -27.2% | -13.9% |
| 3Y | -7.7% | +71.2% | -78.9% | -33.8% |
| 5Y | -31.3% | +177.6% | -209.0% | -65.1% |
| All | -64.8% | +125.3% | -190.1% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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