-65.5%
AAL vs BWA
+95.2%
-160.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.9% |
| 7D | +10.1% | -2.4% | +12.5% | +11.8% |
| 30D | +10.6% | -17.7% | +28.3% | +25.6% |
| 3M | -5.9% | -27.0% | +21.1% | +15.1% |
| 6M | +5.7% | -17.3% | +23.0% | +16.3% |
| YTD | -8.0% | +12.9% | -20.8% | -22.4% |
| 1Y | +6.0% | +12.9% | -6.9% | -10.9% |
| 3Y | +19.6% | +62.1% | -42.5% | -25.2% |
| 5Y | -34.6% | +30.7% | -65.3% | -53.5% |
| 10Y | -65.5% | +89.2% | -154.7% | -80.9% |
| All | -65.5% | +95.2% | -160.7% | -80.9% |
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