-13.2%
AAL vs BTSG
+406.1%
-419.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.6% |
| 7D | -3.7% | +2.7% | -6.4% | -4.6% |
| 30D | -20.8% | -3.6% | -17.2% | -20.1% |
| 3M | -1.3% | +5.8% | -7.1% | -4.2% |
| 6M | +5.4% | +44.7% | -39.4% | -8.1% |
| YTD | -14.4% | +62.2% | -76.5% | -28.3% |
| 1Y | +2.1% | +152.1% | -150.0% | -26.2% |
| All | -13.2% | +406.1% | -419.3% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling