-32.8%
AAL vs BURL
-11.0%
-21.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.2% |
| 7D | -3.7% | -2.8% | -0.9% | -2.7% |
| 30D | -20.8% | -28.2% | +7.4% | -9.7% |
| 3M | -1.3% | -17.6% | +16.3% | +6.4% |
| 6M | +5.4% | -11.8% | +17.2% | +9.9% |
| YTD | -14.4% | -8.1% | -6.2% | -12.2% |
| 1Y | +2.1% | -12.0% | +14.1% | +5.2% |
| 3Y | -10.6% | +63.3% | -73.9% | -30.7% |
| All | -32.8% | -11.0% | -21.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling