+7.7%
AAL vs BURL
-4.6%
+12.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.7% | -1.4% | +3.7% |
| 7D | +8.3% | +10.4% | -2.1% | +4.8% |
| 30D | +6.2% | -4.9% | +11.2% | +7.8% |
| 3M | -17.7% | -29.8% | +12.1% | -7.2% |
| 6M | +15.4% | -16.5% | +31.9% | +21.7% |
| YTD | -11.1% | -10.5% | -0.5% | -6.2% |
| 1Y | +7.7% | -5.3% | +13.1% | +13.2% |
| All | +7.7% | -4.6% | +12.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling