-32.2%
AAL vs BROS
+43.3%
-75.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -3.7% | -6.7% | +2.9% | -2.3% |
| 30D | -20.8% | -29.1% | +8.3% | -15.1% |
| 3M | -1.3% | -16.7% | +15.4% | +2.0% |
| 6M | +5.4% | -11.6% | +17.0% | +7.0% |
| YTD | -14.4% | -23.9% | +9.6% | -10.4% |
| 1Y | +2.1% | -34.8% | +36.9% | +9.5% |
| 3Y | -10.6% | +62.1% | -72.6% | -24.6% |
| All | -32.2% | +43.3% | -75.6% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling