-64.8%
AAL vs JBLU
-72.4%
+7.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.9% | -5.0% | +4.1% | +2.5% |
| 30D | -12.9% | -23.9% | +11.0% | +4.2% |
| 3M | -11.2% | -11.6% | +0.5% | -5.1% |
| 6M | +17.8% | -0.2% | +18.1% | +12.5% |
| YTD | -15.1% | -3.3% | -11.8% | -19.4% |
| 1Y | +0.5% | -15.4% | +15.8% | +3.5% |
| 3Y | -7.7% | -14.7% | +7.1% | -39.2% |
| 5Y | -31.3% | -70.0% | +38.7% | +9.3% |
| All | -64.8% | -72.4% | +7.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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