-36.4%
AAL vs BP
+103.3%
-139.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +8.3% | -6.9% | +15.1% | +9.3% |
| 30D | +11.0% | -3.6% | +14.6% | +11.2% |
| 3M | -11.2% | +8.4% | -19.6% | -13.0% |
| 6M | +6.1% | +5.3% | +0.7% | +3.6% |
| YTD | -7.6% | +33.2% | -40.8% | -18.0% |
| 1Y | +3.7% | +28.2% | -24.4% | -6.9% |
| 3Y | +20.5% | +49.2% | -28.7% | -0.3% |
| 5Y | -36.4% | +102.9% | -139.3% | -58.3% |
| All | -36.4% | +103.3% | -139.7% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling