-64.8%
AAL vs BR
+189.7%
-254.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -0.9% | -3.0% | +2.1% | +1.0% |
| 30D | -12.9% | -0.3% | -12.6% | -13.0% |
| 3M | -11.2% | +17.3% | -28.5% | -20.8% |
| 6M | +17.8% | -6.7% | +24.5% | +20.8% |
| YTD | -15.1% | -23.4% | +8.3% | -1.6% |
| 1Y | +0.5% | -32.7% | +33.1% | +27.4% |
| 3Y | -7.7% | -5.9% | -1.8% | -9.1% |
| 5Y | -31.3% | +8.4% | -39.8% | -41.0% |
| All | -64.8% | +189.7% | -254.5% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling