-29.4%
AAL vs BNY
+747.7%
-777.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | -1.1% | +0.1% | -0.1% |
| 30D | -16.0% | +1.4% | -17.4% | -16.9% |
| 3M | -4.2% | +16.8% | -21.1% | -15.3% |
| 6M | +15.7% | +42.0% | -26.3% | -11.6% |
| YTD | -16.2% | +41.9% | -58.1% | -36.0% |
| 1Y | +0.2% | +59.2% | -59.0% | -29.8% |
| 3Y | -8.1% | +290.9% | -299.0% | -66.9% |
| 5Y | -32.2% | +259.0% | -291.2% | -74.3% |
| 10Y | -65.4% | +413.0% | -478.4% | -90.0% |
| All | -29.4% | +747.7% | -777.1% | -87.8% |
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