-8.2%
AAL vs BR
-5.1%
-3.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.3% | -5.0% | +3.7% | +0.5% |
| 30D | -13.7% | -2.5% | -11.3% | -13.1% |
| 3M | -8.2% | +13.5% | -21.7% | -13.2% |
| 6M | +13.1% | -9.4% | +22.5% | +18.4% |
| YTD | -15.6% | -23.3% | +7.7% | -2.8% |
| 1Y | +1.4% | -31.6% | +33.0% | +26.4% |
| All | -8.2% | -5.1% | -3.0% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling