-64.8%
AAL vs BTI
+73.8%
-138.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.9% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -12.9% | -1.1% | -11.8% | -12.5% |
| 3M | -11.2% | -8.8% | -2.4% | -7.8% |
| 6M | +17.8% | -4.0% | +21.8% | +18.9% |
| YTD | -15.1% | +0.4% | -15.5% | -16.3% |
| 1Y | +0.5% | +1.9% | -1.5% | -1.9% |
| 3Y | -7.7% | +108.5% | -116.2% | -38.7% |
| 5Y | -31.3% | +118.5% | -149.9% | -55.7% |
| All | -64.8% | +73.8% | -138.6% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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