+470.8%
AAL vs BTG
+392.0%
+78.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -3.7% | -0.9% | -2.9% | -3.7% |
| 30D | -20.8% | +36.8% | -57.6% | -21.7% |
| 3M | -1.3% | +23.1% | -24.4% | -2.1% |
| 6M | +5.4% | +3.5% | +1.9% | +4.9% |
| YTD | -14.4% | +25.5% | -39.8% | -15.2% |
| 1Y | +2.1% | +40.1% | -38.0% | +0.7% |
| 3Y | -10.6% | +101.1% | -111.7% | -13.0% |
| 5Y | -32.2% | +70.6% | -102.8% | -34.0% |
| 10Y | -62.7% | +152.1% | -214.8% | -63.6% |
| All | +470.8% | +392.0% | +78.8% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling