-28.9%
AAL vs BLK
+1,961.9%
-1,990.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +2.0% |
| 7D | -1.3% | -2.7% | +1.4% | +0.8% |
| 30D | -13.7% | -4.8% | -9.0% | -10.3% |
| 3M | -8.2% | +6.5% | -14.6% | -13.3% |
| 6M | +13.1% | +13.1% | 0.0% | +1.6% |
| YTD | -15.6% | +1.8% | -17.4% | -17.7% |
| 1Y | +1.4% | -1.0% | +2.4% | +0.9% |
| 3Y | -7.4% | +66.0% | -73.4% | -39.2% |
| 5Y | -35.9% | +31.2% | -67.2% | -49.9% |
| 10Y | -65.1% | +278.5% | -343.6% | -89.1% |
| All | -28.9% | +1,961.9% | -1,990.8% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling