+2.1%
AAL vs BP
+34.1%
-32.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.6% |
| 7D | -3.7% | +3.9% | -7.7% | -1.2% |
| 30D | -20.8% | +7.6% | -28.4% | -16.6% |
| 3M | -1.3% | +0.7% | -2.0% | +1.9% |
| 6M | +5.4% | +15.5% | -10.1% | +13.3% |
| YTD | -14.4% | +30.8% | -45.2% | -4.7% |
| 1Y | +2.1% | +34.3% | -32.2% | +12.0% |
| All | +2.1% | +34.1% | -32.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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