-65.1%
AAL vs BP
+132.0%
-197.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -1.3% | +4.0% | -5.3% | -3.2% |
| 30D | -13.7% | +7.8% | -21.6% | -17.2% |
| 3M | -8.2% | +8.4% | -16.5% | -13.5% |
| 6M | +13.1% | +15.1% | -1.9% | +0.7% |
| YTD | -15.6% | +36.4% | -52.0% | -32.8% |
| 1Y | +1.4% | +40.9% | -39.5% | -21.5% |
| 3Y | -7.4% | +38.8% | -46.3% | -30.3% |
| 5Y | -35.9% | +141.1% | -177.0% | -68.8% |
| 10Y | -65.1% | +133.9% | -199.0% | -83.9% |
| All | -65.1% | +132.0% | -197.1% | -83.9% |
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