-27.8%
AAL vs BN
+1,209.3%
-1,237.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | -3.7% | -2.5% | -1.3% | -1.7% |
| 30D | -20.8% | -9.5% | -11.3% | -13.9% |
| 3M | -1.3% | -10.4% | +9.1% | +8.3% |
| 6M | +5.4% | -6.4% | +11.7% | +11.5% |
| YTD | -14.4% | -11.9% | -2.5% | -5.3% |
| 1Y | +2.1% | -8.6% | +10.7% | +9.0% |
| 3Y | -10.6% | +77.6% | -88.1% | -46.7% |
| 5Y | -32.2% | +37.0% | -69.3% | -50.6% |
| 10Y | -62.7% | +266.4% | -329.1% | -88.5% |
| All | -27.8% | +1,209.3% | -1,237.2% | -91.9% |
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