-64.8%
AAL vs BWA
+156.8%
-221.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.1% |
| 30D | -12.9% | -2.9% | -9.9% | -11.4% |
| 3M | -11.2% | -10.7% | -0.5% | -5.3% |
| 6M | +17.8% | +26.5% | -8.6% | -2.1% |
| YTD | -15.1% | +49.1% | -64.2% | -40.0% |
| 1Y | +0.5% | +52.1% | -51.6% | -30.5% |
| 3Y | -7.7% | +72.6% | -80.2% | -43.8% |
| 5Y | -31.3% | +89.4% | -120.8% | -61.9% |
| All | -64.8% | +156.8% | -221.6% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling