-35.9%
AAL vs BTI
+113.9%
-149.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -1.3% | -2.4% | +1.1% | -0.5% |
| 30D | -13.7% | -4.8% | -9.0% | -12.3% |
| 3M | -8.2% | -8.1% | 0.0% | -5.6% |
| 6M | +13.1% | -4.2% | +17.3% | +14.0% |
| YTD | -15.6% | -1.3% | -14.3% | -16.0% |
| 1Y | +1.4% | +2.1% | -0.7% | -0.5% |
| 3Y | -7.4% | +108.9% | -116.4% | -37.4% |
| 5Y | -35.9% | +114.5% | -150.4% | -55.8% |
| All | -35.9% | +113.9% | -149.9% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling