+20.5%
AAL vs BP
+48.5%
-28.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +8.3% | -6.9% | +15.1% | +7.6% |
| 30D | +11.0% | -3.6% | +14.6% | +10.5% |
| 3M | -11.2% | +8.4% | -19.6% | -11.1% |
| 6M | +6.1% | +5.3% | +0.7% | +6.2% |
| YTD | -7.6% | +33.2% | -40.8% | -14.6% |
| 1Y | +3.7% | +28.2% | -24.4% | -3.1% |
| 3Y | +20.5% | +49.2% | -28.7% | +3.0% |
| All | +20.5% | +48.5% | -28.0% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling