-7.7%
AAL vs BWA
+72.9%
-80.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.8% |
| 7D | -0.3% | +4.3% | -4.6% | -2.2% |
| 30D | -19.0% | -2.9% | -16.1% | -18.0% |
| 3M | -5.1% | -12.4% | +7.3% | +0.5% |
| 6M | +15.5% | +28.6% | -13.1% | +0.3% |
| YTD | -15.8% | +48.2% | -64.0% | -35.2% |
| 1Y | -0.3% | +50.9% | -51.2% | -24.6% |
| 3Y | -7.7% | +72.2% | -79.8% | -41.4% |
| All | -7.7% | +72.9% | -80.5% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling