-28.9%
AAL vs BRO
+570.5%
-599.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +2.3% |
| 7D | -1.3% | -7.6% | +6.4% | +5.3% |
| 30D | -13.7% | -6.9% | -6.9% | -8.9% |
| 3M | -8.2% | +12.8% | -21.0% | -19.0% |
| 6M | +13.1% | -5.9% | +19.0% | +14.2% |
| YTD | -15.6% | -15.9% | +0.3% | -6.8% |
| 1Y | +1.4% | -28.1% | +29.5% | +27.3% |
| 3Y | -7.4% | -7.0% | -0.4% | -14.0% |
| 5Y | -35.9% | +18.0% | -53.9% | -54.8% |
| 10Y | -65.1% | +293.9% | -359.0% | -93.1% |
| All | -28.9% | +570.5% | -599.4% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling