+26.5%
BAC vs AAL
-2.5%
+29.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +0.6% | -3.7% | +4.3% | +1.2% |
| 30D | -0.9% | -20.8% | +19.9% | +2.8% |
| 3M | +16.3% | -1.3% | +17.6% | +15.4% |
| 6M | +26.0% | +5.4% | +20.6% | +22.3% |
| YTD | +15.2% | -14.4% | +29.6% | +16.2% |
| 1Y | +26.5% | +2.1% | +24.4% | +20.7% |
| All | +26.5% | -2.5% | +29.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling