+2.1%
AAL vs BNY
+59.6%
-57.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.7% | +1.4% | -5.2% | -4.5% |
| 30D | -20.8% | +3.8% | -24.7% | -22.6% |
| 3M | -1.3% | +14.9% | -16.2% | -10.2% |
| 6M | +5.4% | +40.3% | -35.0% | -18.3% |
| YTD | -14.4% | +43.8% | -58.1% | -34.5% |
| 1Y | +2.1% | +58.9% | -56.8% | -26.3% |
| All | +2.1% | +59.6% | -57.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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