-33.2%
AAL vs BROS
+38.3%
-71.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | -1.3% | -6.6% | +5.3% | +0.2% |
| 30D | -13.7% | -12.3% | -1.4% | -11.4% |
| 3M | -8.2% | -22.2% | +14.0% | -3.7% |
| 6M | +13.1% | -14.3% | +27.4% | +15.7% |
| YTD | -15.6% | -26.6% | +11.0% | -11.1% |
| 1Y | +1.4% | -31.5% | +32.9% | +7.9% |
| 3Y | -7.4% | +62.3% | -69.7% | -22.0% |
| All | -33.2% | +38.3% | -71.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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