+20.5%
AAL vs BN
+102.8%
-82.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.8% | +3.6% | +4.2% |
| 7D | +8.3% | +3.6% | +4.6% | +5.2% |
| 30D | +11.0% | +15.9% | -4.9% | -1.7% |
| 3M | -11.2% | -2.3% | -8.8% | -9.3% |
| 6M | +6.1% | -8.4% | +14.5% | +14.0% |
| YTD | -7.6% | -5.9% | -1.8% | -3.5% |
| 1Y | +3.7% | -5.6% | +9.3% | +7.8% |
| 3Y | +20.5% | +104.2% | -83.7% | -31.0% |
| All | +20.5% | +102.8% | -82.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling