-64.8%
AAL vs BX
+673.1%
-737.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | -0.3% |
| 7D | -0.9% | -5.6% | +4.7% | +2.5% |
| 30D | -12.9% | -12.2% | -0.6% | -5.9% |
| 3M | -11.2% | +7.4% | -18.6% | -15.9% |
| 6M | +17.8% | +22.2% | -4.3% | +2.3% |
| YTD | -15.1% | -14.0% | -1.1% | -9.2% |
| 1Y | +0.5% | -27.3% | +27.8% | +18.9% |
| 3Y | -7.7% | +24.5% | -32.2% | -22.9% |
| 5Y | -31.3% | +18.9% | -50.2% | -44.6% |
| All | -64.8% | +673.1% | -737.9% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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