+2.1%
AAL vs BNS
+52.2%
-50.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.2% |
| 7D | -3.7% | +1.5% | -5.3% | -5.1% |
| 30D | -20.8% | +6.0% | -26.8% | -25.0% |
| 3M | -1.3% | +16.3% | -17.6% | -15.6% |
| 6M | +5.4% | +28.8% | -23.4% | -19.9% |
| YTD | -14.4% | +30.0% | -44.3% | -34.8% |
| 1Y | +2.1% | +50.7% | -48.6% | -28.8% |
| All | +2.1% | +52.2% | -50.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling