-52.4%
AAL vs BX
+815.3%
-867.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.8% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +11.7% | +14.2% | -2.5% | +4.2% |
| 3M | -12.5% | -18.7% | +6.2% | -2.5% |
| 6M | +3.6% | +2.5% | +1.1% | +1.3% |
| YTD | -14.1% | -18.8% | +4.7% | -6.0% |
| 1Y | +0.8% | -10.3% | +11.1% | +4.6% |
| 3Y | +11.8% | +35.4% | -23.6% | -6.9% |
| 5Y | -35.1% | +0.3% | -35.4% | -39.2% |
| 10Y | -68.3% | +668.4% | -736.6% | -89.6% |
| All | -52.4% | +815.3% | -867.6% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling