-31.4%
AAL vs BN
+38.9%
-70.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.7% | -2.5% | -1.3% | -1.8% |
| 30D | -20.8% | -9.5% | -11.3% | -14.3% |
| 3M | -1.3% | -10.4% | +9.1% | +7.7% |
| 6M | +5.4% | -6.4% | +11.7% | +11.1% |
| YTD | -14.4% | -11.9% | -2.5% | -5.8% |
| 1Y | +2.1% | -8.6% | +10.7% | +8.6% |
| 3Y | -10.6% | +77.6% | -88.1% | -43.7% |
| All | -31.4% | +38.9% | -70.3% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling