-6.2%
AAL vs BUD
+50.2%
-56.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -20.8% | -5.7% | -15.1% | -19.3% |
| 3M | -1.3% | +3.1% | -4.4% | -2.2% |
| 6M | +5.4% | +7.9% | -2.5% | +2.7% |
| YTD | -14.4% | +27.3% | -41.7% | -20.2% |
| 1Y | +2.1% | +37.8% | -35.7% | -7.3% |
| All | -6.2% | +50.2% | -56.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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