-27.8%
AAL vs BP
+82.8%
-110.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -3.7% | +3.9% | -7.7% | -5.7% |
| 30D | -20.8% | +7.6% | -28.4% | -24.1% |
| 3M | -1.3% | +0.7% | -2.0% | -3.7% |
| 6M | +5.4% | +15.5% | -10.1% | -6.4% |
| YTD | -14.4% | +30.8% | -45.2% | -29.7% |
| 1Y | +2.1% | +34.3% | -32.2% | -18.0% |
| 3Y | -10.6% | +35.1% | -45.6% | -30.6% |
| 5Y | -32.2% | +126.8% | -159.0% | -62.7% |
| 10Y | -62.7% | +123.4% | -186.1% | -80.1% |
| All | -27.8% | +82.8% | -110.6% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling