-22.5%
AAL vs BN
+1,279.4%
-1,301.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.8% |
| 7D | +10.1% | +4.3% | +5.8% | +6.4% |
| 30D | +10.6% | +14.3% | -3.7% | -0.9% |
| 3M | -5.9% | -4.1% | -1.8% | -2.3% |
| 6M | +5.7% | -9.7% | +15.3% | +15.2% |
| YTD | -8.0% | -7.1% | -0.8% | -2.3% |
| 1Y | +6.0% | -7.4% | +13.4% | +12.6% |
| 3Y | +19.6% | +102.3% | -82.8% | -35.2% |
| 5Y | -34.6% | +35.9% | -70.5% | -51.6% |
| 10Y | -65.5% | +289.2% | -354.7% | -89.8% |
| All | -22.5% | +1,279.4% | -1,301.9% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling