-27.2%
AAL vs BROS
+7.7%
-35.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +3.4% | -20.4% | +23.9% | +8.2% |
| 30D | +11.7% | -6.1% | +17.8% | +12.7% |
| 3M | -7.8% | -29.4% | +21.6% | -1.3% |
| 6M | +10.2% | -31.5% | +41.8% | +18.0% |
| YTD | -8.0% | -42.8% | +34.8% | +1.6% |
| 1Y | +8.5% | -37.5% | +46.0% | +17.6% |
| 3Y | +19.5% | +27.2% | -7.7% | +5.7% |
| 5Y | -33.9% | -47.0% | +13.1% | -37.4% |
| All | -27.2% | +7.7% | -35.0% | -34.0% |
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