+397.7%
BAC vs AAL
-65.6%
+463.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | -1.4% | -13.7% | +12.4% | +2.8% |
| 3M | +15.7% | -8.2% | +23.9% | +17.4% |
| 6M | +32.2% | +13.1% | +19.1% | +25.0% |
| YTD | +15.8% | -15.6% | +31.4% | +18.8% |
| 1Y | +27.3% | +1.4% | +25.9% | +22.7% |
| 3Y | +137.5% | -7.4% | +144.9% | +121.4% |
| 5Y | +73.1% | -35.9% | +109.0% | +71.9% |
| 10Y | +397.7% | -65.1% | +462.9% | +403.6% |
| All | +397.7% | -65.6% | +463.3% | +403.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling