-1.5%
BAC vs AAL
+4.4%
-5.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.4% | +2.9% |
| 7D | +1.5% | +8.3% | -6.8% | +0.1% |
| 30D | -4.4% | +6.2% | -10.6% | -5.5% |
| 3M | -17.5% | -17.7% | +0.2% | -15.2% |
| 6M | -0.1% | +15.4% | -15.5% | -4.4% |
| YTD | -4.6% | -11.1% | +6.5% | -5.0% |
| 1Y | -1.5% | +7.7% | -9.3% | -4.1% |
| All | -1.5% | +4.4% | -5.9% | -4.1% |
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