-64.8%
AAL vs BTG
+159.3%
-224.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | -0.9% | -3.8% | +2.8% | -0.5% |
| 30D | -12.9% | +3.6% | -16.5% | -13.2% |
| 3M | -11.2% | +32.0% | -43.2% | -14.1% |
| 6M | +17.8% | +3.4% | +14.5% | +16.5% |
| YTD | -15.1% | +20.8% | -35.9% | -17.6% |
| 1Y | +0.5% | +22.4% | -22.0% | -2.9% |
| 3Y | -7.7% | +91.7% | -99.4% | -15.6% |
| 5Y | -31.3% | +79.0% | -110.3% | -37.4% |
| All | -64.8% | +159.3% | -224.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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