-12.0%
AAL vs BTSG
+495.4%
-507.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.1% |
| 7D | +2.9% | +8.5% | -5.5% | +0.5% |
| 30D | +6.5% | +14.0% | -7.6% | +2.1% |
| 3M | -10.9% | +19.7% | -30.6% | -16.2% |
| 6M | +4.9% | +28.7% | -23.9% | -4.7% |
| YTD | -13.2% | +90.8% | -104.0% | -31.2% |
| 1Y | -1.1% | +112.4% | -113.5% | -24.4% |
| All | -12.0% | +495.4% | -507.4% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling