-29.8%
AAL vs BURL
+1,051.1%
-1,080.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.2% |
| 7D | -3.7% | -2.8% | -0.9% | -2.8% |
| 30D | -20.8% | -28.2% | +7.4% | -10.6% |
| 3M | -1.3% | -17.6% | +16.3% | +5.9% |
| 6M | +5.4% | -11.8% | +17.2% | +9.6% |
| YTD | -14.4% | -8.1% | -6.2% | -12.4% |
| 1Y | +2.1% | -12.0% | +14.1% | +5.0% |
| 3Y | -10.6% | +63.3% | -73.9% | -29.7% |
| 5Y | -32.2% | -10.8% | -21.4% | -36.4% |
| 10Y | -62.7% | +215.9% | -278.6% | -75.4% |
| All | -29.8% | +1,051.1% | -1,080.9% | -59.3% |
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