+13.1%
AAL vs BRO
-8.1%
+21.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.3% |
| 7D | -1.3% | -7.6% | +6.4% | -1.1% |
| 30D | -13.7% | -6.9% | -6.9% | -13.6% |
| 3M | -8.2% | +12.8% | -21.0% | -8.2% |
| 6M | +13.1% | -5.9% | +19.0% | +11.7% |
| All | +13.1% | -8.1% | +21.2% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling