-7.7%
AAL vs BNY
+287.0%
-294.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -1.3% | +0.4% | +0.2% |
| 30D | -12.9% | -0.2% | -12.7% | -12.8% |
| 3M | -11.2% | +14.9% | -26.1% | -21.8% |
| 6M | +17.8% | +40.0% | -22.1% | -13.0% |
| YTD | -15.1% | +42.0% | -57.1% | -38.3% |
| 1Y | +0.5% | +56.9% | -56.4% | -33.4% |
| 3Y | -7.7% | +289.9% | -297.5% | -69.7% |
| All | -7.7% | +287.0% | -294.7% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling