+911.5%
BE vs AAL
-64.1%
+975.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.1% | +6.8% |
| 7D | +20.0% | -3.7% | +23.7% | +21.8% |
| 30D | +7.9% | -20.8% | +28.7% | +18.9% |
| 3M | -13.2% | -1.3% | -11.9% | -13.4% |
| 6M | +53.5% | +5.4% | +48.1% | +48.3% |
| YTD | +191.0% | -14.4% | +205.4% | +202.3% |
| 1Y | +360.5% | +2.1% | +358.4% | +346.2% |
| 3Y | +1,568.0% | -10.6% | +1,578.6% | +1,459.4% |
| 5Y | +1,055.2% | -32.2% | +1,087.4% | +1,091.7% |
| All | +911.5% | -64.1% | +975.5% | +937.0% |
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