-68.3%
AAL vs BURL
+244.4%
-312.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -4.9% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +6.5% | -4.3% | +10.8% | +8.5% |
| 3M | -10.9% | -28.8% | +17.9% | +2.1% |
| 6M | +4.9% | -12.8% | +17.7% | +9.9% |
| YTD | -13.2% | -12.8% | -0.4% | -9.4% |
| 1Y | -1.1% | -12.3% | +11.1% | +2.0% |
| 3Y | +12.8% | +92.7% | -79.9% | -20.7% |
| 5Y | -34.4% | -6.5% | -27.9% | -40.0% |
| All | -68.3% | +244.4% | -312.7% | -79.3% |
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