+135.8%
BAC vs AAL
-33.8%
+169.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +1.1% | -3.7% | +4.8% | +2.3% |
| 30D | -0.4% | -20.8% | +20.4% | +6.8% |
| 3M | +16.9% | -1.3% | +18.2% | +16.0% |
| 6M | +26.6% | +5.4% | +21.2% | +21.9% |
| YTD | +15.8% | -14.4% | +30.1% | +18.4% |
| 1Y | +27.2% | +2.1% | +25.1% | +22.0% |
| 3Y | +132.4% | -10.6% | +143.0% | +118.6% |
| 5Y | +72.6% | -32.2% | +104.8% | +68.0% |
| 10Y | +389.7% | -62.7% | +452.4% | +383.5% |
| All | +135.8% | -33.8% | +169.6% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling