-32.6%
AAL vs BR
+8.0%
-40.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -0.9% | -3.0% | +2.1% | +0.5% |
| 30D | -12.9% | -0.3% | -12.6% | -12.9% |
| 3M | -11.2% | +17.3% | -28.5% | -18.7% |
| 6M | +17.8% | -6.7% | +24.5% | +21.0% |
| YTD | -15.1% | -23.4% | +8.3% | -2.8% |
| 1Y | +0.5% | -32.7% | +33.1% | +24.9% |
| 3Y | -7.7% | -5.9% | -1.8% | -8.3% |
| All | -32.6% | +8.0% | -40.7% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling