-36.4%
AAL vs BN
+35.4%
-71.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.8% | +3.6% | +4.3% |
| 7D | +8.3% | +3.6% | +4.6% | +5.4% |
| 30D | +11.0% | +15.9% | -4.9% | -1.1% |
| 3M | -11.2% | -2.3% | -8.8% | -9.3% |
| 6M | +6.1% | -8.4% | +14.5% | +13.8% |
| YTD | -7.6% | -5.9% | -1.8% | -3.4% |
| 1Y | +3.7% | -5.6% | +9.3% | +8.1% |
| 3Y | +20.5% | +104.2% | -83.7% | -32.2% |
| 5Y | -36.4% | +35.5% | -71.9% | -49.3% |
| All | -36.4% | +35.4% | -71.8% | -49.3% |
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