-32.5%
AAL vs BP
+131.3%
-163.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | -19.0% | +9.1% | -28.1% | -20.4% |
| 3M | -5.1% | +3.9% | -9.0% | -6.1% |
| 6M | +15.5% | +13.6% | +1.8% | +9.8% |
| YTD | -15.8% | +34.0% | -49.8% | -24.7% |
| 1Y | -0.3% | +39.2% | -39.5% | -12.6% |
| 3Y | -7.7% | +36.4% | -44.1% | -20.4% |
| 5Y | -32.5% | +135.8% | -168.3% | -54.3% |
| All | -32.5% | +131.3% | -163.8% | -54.3% |
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