+7.7%
AAL vs BLK
+17.9%
-10.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.9% | +2.3% |
| 7D | +8.3% | +5.7% | +2.6% | +4.1% |
| 30D | +6.2% | +14.8% | -8.6% | -3.9% |
| 3M | -17.7% | +8.8% | -26.5% | -22.6% |
| 6M | +15.4% | +17.6% | -2.2% | +2.8% |
| YTD | -11.1% | +16.3% | -27.4% | -21.6% |
| 1Y | +7.7% | +18.0% | -10.2% | -7.2% |
| All | +7.7% | +17.9% | -10.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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