+237.7%
BAC vs AAL
-65.8%
+303.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.1% | +10.1% | -8.0% | -0.8% |
| 30D | -6.7% | +10.6% | -17.3% | -9.5% |
| 3M | -20.2% | -5.9% | -14.3% | -19.1% |
| 6M | -0.2% | +5.7% | -5.9% | -3.4% |
| YTD | -6.4% | -8.0% | +1.6% | -6.6% |
| 1Y | -3.1% | +6.0% | -9.1% | -7.5% |
| 3Y | +96.7% | +19.6% | +77.2% | +69.7% |
| 5Y | +21.3% | -34.6% | +55.9% | +20.1% |
| 10Y | +237.7% | -65.5% | +303.2% | +252.3% |
| All | +237.7% | -65.8% | +303.5% | +252.3% |
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