-1.1%
AAL vs BURL
-13.7%
+12.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.0% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +6.5% | -4.3% | +10.8% | +8.0% |
| 3M | -10.9% | -28.8% | +17.9% | -0.1% |
| 6M | +4.9% | -12.8% | +17.7% | +9.4% |
| YTD | -13.2% | -12.8% | -0.4% | -7.4% |
| 1Y | -1.1% | -12.3% | +11.1% | +5.8% |
| All | -1.1% | -13.7% | +12.5% | +5.8% |
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