-64.8%
AAL vs BRO
+294.2%
-359.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.4% |
| 7D | -0.9% | -7.3% | +6.4% | +3.7% |
| 30D | -12.9% | -6.9% | -6.0% | -9.3% |
| 3M | -11.2% | +10.7% | -21.9% | -17.8% |
| 6M | +17.8% | -2.7% | +20.5% | +16.8% |
| YTD | -15.1% | -16.3% | +1.2% | -7.5% |
| 1Y | +0.5% | -29.1% | +29.5% | +21.9% |
| 3Y | -7.7% | -7.8% | +0.2% | -12.3% |
| 5Y | -31.3% | +18.7% | -50.1% | -48.8% |
| All | -64.8% | +294.2% | -359.0% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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