-67.1%
AAL vs BURL
+252.7%
-319.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +4.6% | +4.1% | +0.5% | +2.9% |
| 30D | +2.6% | -9.5% | +12.0% | +6.9% |
| 3M | -17.8% | -33.5% | +15.7% | -3.2% |
| 6M | +1.9% | -22.1% | +23.9% | +11.8% |
| YTD | -14.0% | -14.6% | +0.5% | -9.6% |
| 1Y | +0.2% | -8.4% | +8.6% | +1.3% |
| 3Y | +13.0% | +86.6% | -73.5% | -19.5% |
| 5Y | -39.6% | -17.2% | -22.4% | -41.9% |
| All | -67.1% | +252.7% | -319.8% | -78.5% |
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