-40.8%
AAL vs BURL
-17.2%
-23.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +4.6% | +4.1% | +0.5% | +3.0% |
| 30D | +2.6% | -9.5% | +12.0% | +6.7% |
| 3M | -17.8% | -33.5% | +15.7% | -3.8% |
| 6M | +1.9% | -22.1% | +23.9% | +11.3% |
| YTD | -14.0% | -14.6% | +0.5% | -9.7% |
| 1Y | +0.2% | -8.4% | +8.6% | +1.4% |
| 3Y | +13.0% | +86.6% | -73.5% | -17.5% |
| All | -40.8% | -17.2% | -23.6% | -42.4% |
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