-32.2%
AAL vs BNS
+92.5%
-124.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.4% |
| 7D | -0.9% | -2.2% | +1.3% | +1.0% |
| 30D | -16.0% | +4.5% | -20.4% | -19.5% |
| 3M | -4.2% | +14.9% | -19.1% | -16.1% |
| 6M | +15.7% | +32.5% | -16.8% | -10.7% |
| YTD | -16.2% | +28.6% | -44.8% | -33.6% |
| 1Y | +0.2% | +48.4% | -48.1% | -30.2% |
| 3Y | -8.1% | +130.8% | -138.9% | -57.1% |
| 5Y | -32.2% | +94.8% | -127.0% | -58.1% |
| All | -32.2% | +92.5% | -124.7% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling