-27.6%
AAL vs BP
+85.8%
-113.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +4.6% | -11.6% | +16.2% | +10.8% |
| 30D | +2.6% | 0.0% | +2.5% | +1.7% |
| 3M | -17.8% | +6.7% | -24.5% | -21.8% |
| 6M | +1.9% | +2.2% | -0.3% | -3.2% |
| YTD | -14.0% | +33.0% | -47.0% | -30.9% |
| 1Y | +0.2% | +30.7% | -30.5% | -19.1% |
| 3Y | +13.0% | +44.2% | -31.2% | -15.9% |
| 5Y | -39.6% | +105.1% | -144.7% | -65.0% |
| 10Y | -65.7% | +133.5% | -199.2% | -82.3% |
| All | -27.6% | +85.8% | -113.4% | -69.0% |
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 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