-29.0%
AAL vs BNS
+554.5%
-583.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -0.6% |
| 7D | -0.3% | +1.8% | -2.1% | -2.2% |
| 30D | -19.0% | +4.5% | -23.5% | -22.8% |
| 3M | -5.1% | +15.8% | -20.9% | -18.4% |
| 6M | +15.5% | +31.5% | -16.0% | -12.3% |
| YTD | -15.8% | +28.6% | -44.4% | -34.7% |
| 1Y | -0.3% | +48.2% | -48.5% | -32.9% |
| 3Y | -7.7% | +130.8% | -138.5% | -60.3% |
| 5Y | -32.5% | +94.9% | -127.4% | -65.9% |
| 10Y | -66.0% | +179.6% | -245.5% | -87.5% |
| All | -29.0% | +554.5% | -583.5% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling