+0.8%
AAL vs BURL
-15.0%
+15.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.3% |
| 7D | -0.1% | -1.6% | +1.5% | +0.6% |
| 30D | +11.7% | -7.7% | +19.5% | +14.8% |
| 3M | -12.5% | -31.7% | +19.1% | -0.6% |
| 6M | +3.6% | -15.2% | +18.8% | +9.2% |
| YTD | -14.1% | -15.9% | +1.8% | -7.1% |
| 1Y | +0.8% | -14.2% | +15.0% | +9.2% |
| All | +0.8% | -15.0% | +15.8% | +9.2% |
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