+19.6%
AAL vs BWA
+64.1%
-44.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.6% |
| 7D | +10.1% | -2.4% | +12.5% | +11.3% |
| 30D | +10.6% | -17.7% | +28.3% | +21.2% |
| 3M | -5.9% | -27.0% | +21.1% | +8.9% |
| 6M | +5.7% | -17.3% | +23.0% | +12.9% |
| YTD | -8.0% | +12.9% | -20.8% | -21.3% |
| 1Y | +6.0% | +12.9% | -6.9% | -9.6% |
| 3Y | +19.6% | +62.1% | -42.5% | -24.4% |
| All | +19.6% | +64.1% | -44.6% | -24.4% |
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