-30.9%
AAL vs BURL
+987.9%
-1,018.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.2% | -4.0% |
| 7D | +1.2% | +3.5% | -2.3% | -0.1% |
| 30D | -0.5% | -9.3% | +8.7% | +3.1% |
| 3M | -22.0% | -32.1% | +10.1% | -10.4% |
| 6M | +4.5% | -19.8% | +24.3% | +12.5% |
| YTD | -15.7% | -13.2% | -2.5% | -12.1% |
| 1Y | -3.7% | -7.8% | +4.2% | -2.7% |
| 3Y | +7.9% | +89.3% | -81.4% | -19.9% |
| 5Y | -40.7% | -15.8% | -24.9% | -43.3% |
| 10Y | -66.3% | +262.2% | -328.5% | -78.1% |
| All | -30.9% | +987.9% | -1,018.8% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling