-8.2%
AAL vs BNS
+127.2%
-135.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.9% |
| 7D | -1.3% | -1.3% | 0.0% | -0.2% |
| 30D | -13.7% | +4.0% | -17.7% | -17.1% |
| 3M | -8.2% | +13.8% | -22.0% | -19.1% |
| 6M | +13.1% | +32.7% | -19.6% | -13.5% |
| YTD | -15.6% | +27.6% | -43.2% | -33.2% |
| 1Y | +1.4% | +47.4% | -46.0% | -29.6% |
| All | -8.2% | +127.2% | -135.3% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling