-32.6%
AAL vs BX
+17.9%
-50.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | -0.2% |
| 7D | -0.9% | -5.6% | +4.7% | +2.4% |
| 30D | -12.9% | -12.2% | -0.6% | -6.2% |
| 3M | -11.2% | +7.4% | -18.6% | -15.7% |
| 6M | +17.8% | +22.2% | -4.3% | +2.7% |
| YTD | -15.1% | -14.0% | -1.1% | -9.3% |
| 1Y | +0.5% | -27.3% | +27.8% | +18.6% |
| 3Y | -7.7% | +24.5% | -32.2% | -22.0% |
| All | -32.6% | +17.9% | -50.6% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling