-65.5%
AAL vs BP
+124.7%
-190.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +10.1% | -6.3% | +16.4% | +13.3% |
| 30D | +10.6% | -3.6% | +14.2% | +11.6% |
| 3M | -5.9% | +5.2% | -11.2% | -9.7% |
| 6M | +5.7% | +5.3% | +0.4% | -1.1% |
| YTD | -8.0% | +33.1% | -41.1% | -26.7% |
| 1Y | +6.0% | +26.3% | -20.3% | -13.5% |
| 3Y | +19.6% | +47.5% | -27.9% | -13.9% |
| 5Y | -34.6% | +106.2% | -140.8% | -64.8% |
| 10Y | -65.5% | +127.0% | -192.4% | -83.3% |
| All | -65.5% | +124.7% | -190.2% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling