-32.2%
AAL vs JBLU
-71.4%
+39.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.9% | -4.8% | +3.8% | +1.5% |
| 30D | -16.0% | -24.4% | +8.5% | -3.5% |
| 3M | -4.2% | -4.8% | +0.5% | -2.5% |
| 6M | +15.7% | -0.5% | +16.1% | +13.3% |
| YTD | -16.2% | -3.5% | -12.7% | -17.8% |
| 1Y | +0.2% | -13.6% | +13.8% | +3.3% |
| 3Y | -8.1% | -15.3% | +7.2% | -28.7% |
| 5Y | -32.2% | -70.1% | +37.9% | +21.9% |
| All | -32.2% | -71.4% | +39.2% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling