-65.4%
AAL vs BURL
+261.4%
-326.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.2% | +5.6% |
| 7D | +8.3% | +7.7% | +0.6% | +5.0% |
| 30D | +11.0% | -7.1% | +18.1% | +14.5% |
| 3M | -11.2% | -30.3% | +19.1% | +2.6% |
| 6M | +6.1% | -15.5% | +21.6% | +12.6% |
| YTD | -7.6% | -11.0% | +3.3% | -4.5% |
| 1Y | +3.7% | -8.4% | +12.2% | +5.0% |
| 3Y | +20.5% | +96.7% | -76.2% | -16.1% |
| 5Y | -36.4% | -14.1% | -22.3% | -39.7% |
| 10Y | -65.4% | +255.1% | -320.5% | -77.7% |
| All | -65.4% | +261.4% | -326.8% | -77.7% |
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