+90.7%
BAC vs AAL
-28.9%
+119.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.1% | +10.1% | -8.0% | -1.0% |
| 30D | -6.7% | +10.6% | -17.3% | -9.8% |
| 3M | -20.2% | -5.9% | -14.3% | -19.1% |
| 6M | -0.2% | +5.7% | -5.9% | -3.7% |
| YTD | -6.4% | -8.0% | +1.6% | -6.7% |
| 1Y | -3.1% | +6.0% | -9.1% | -7.8% |
| 3Y | +96.7% | +19.6% | +77.2% | +68.7% |
| 5Y | +21.3% | -34.6% | +55.9% | +19.7% |
| 10Y | +237.7% | -65.5% | +303.2% | +241.8% |
| All | +90.7% | -28.9% | +119.6% | -29.4% |
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