+26.7%
BAC vs AAL
-0.2%
+26.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -0.7% | -19.0% | +18.3% | +2.6% |
| 3M | +16.9% | -5.1% | +22.0% | +16.8% |
| 6M | +29.6% | +15.5% | +14.1% | +23.1% |
| YTD | +15.3% | -15.8% | +31.0% | +16.6% |
| All | +26.7% | -0.2% | +26.9% | +21.1% |
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