-27.8%
AAL vs BTI
+719.5%
-747.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +2.0% |
| 7D | -3.7% | -1.4% | -2.3% | -2.9% |
| 30D | -20.8% | -6.6% | -14.2% | -17.3% |
| 3M | -1.3% | -3.0% | +1.7% | 0.0% |
| 6M | +5.4% | -6.7% | +12.1% | +8.7% |
| YTD | -14.4% | +0.6% | -14.9% | -16.5% |
| 1Y | +2.1% | +5.6% | -3.5% | -4.1% |
| 3Y | -10.6% | +110.3% | -120.9% | -50.1% |
| 5Y | -32.2% | +114.3% | -146.5% | -63.4% |
| 10Y | -62.7% | +67.7% | -130.4% | -77.7% |
| All | -27.8% | +719.5% | -747.4% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling