-28.5%
AAL vs BNY
+748.1%
-776.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -1.3% | +0.4% | +0.1% |
| 30D | -12.9% | -0.2% | -12.7% | -12.8% |
| 3M | -11.2% | +14.9% | -26.1% | -20.6% |
| 6M | +17.8% | +40.0% | -22.1% | -9.0% |
| YTD | -15.1% | +42.0% | -57.1% | -35.2% |
| 1Y | +0.5% | +56.9% | -56.4% | -28.9% |
| 3Y | -7.7% | +289.9% | -297.5% | -66.7% |
| 5Y | -31.3% | +259.2% | -290.5% | -74.0% |
| 10Y | -64.9% | +413.3% | -478.2% | -89.9% |
| All | -28.5% | +748.1% | -776.6% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling