+251.7%
BAC vs AAL
-64.0%
+315.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.4% | -5.1% | +0.1% |
| 7D | +2.0% | +8.3% | -6.3% | -0.4% |
| 30D | -6.9% | +11.0% | -17.9% | -9.9% |
| 3M | -19.6% | -11.2% | -8.4% | -17.2% |
| 6M | -0.5% | +6.1% | -6.5% | -3.8% |
| YTD | -6.6% | -7.6% | +1.0% | -6.9% |
| 1Y | -3.0% | +3.7% | -6.7% | -6.8% |
| 3Y | +97.3% | +20.5% | +76.8% | +69.7% |
| 5Y | +21.9% | -36.4% | +58.3% | +21.7% |
| 10Y | +251.7% | -65.4% | +317.1% | +268.4% |
| All | +251.7% | -64.0% | +315.7% | +268.4% |
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