-67.8%
AAL vs BURL
+258.4%
-326.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.2% | -3.9% |
| 7D | +1.2% | +3.5% | -2.3% | -0.2% |
| 30D | -0.5% | -9.3% | +8.7% | +3.6% |
| 3M | -22.0% | -32.1% | +10.1% | -9.0% |
| 6M | +4.5% | -19.8% | +24.3% | +13.3% |
| YTD | -15.7% | -13.2% | -2.5% | -11.9% |
| 1Y | -3.7% | -7.8% | +4.2% | -2.8% |
| 3Y | +7.9% | +89.3% | -81.4% | -23.6% |
| 5Y | -40.7% | -15.8% | -24.9% | -43.4% |
| All | -67.8% | +258.4% | -326.1% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling