-65.4%
AAL vs F
+88.0%
-153.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.0% |
| 7D | +8.3% | -0.6% | +8.9% | +8.9% |
| 30D | +11.0% | +2.9% | +8.1% | +8.9% |
| 3M | -11.2% | -9.5% | -1.7% | -5.3% |
| 6M | +6.1% | +4.0% | +2.0% | -0.3% |
| YTD | -7.6% | -1.3% | -6.4% | -10.3% |
| 1Y | +3.7% | -1.9% | +5.7% | +1.2% |
| 3Y | +20.5% | +53.5% | -33.0% | -21.5% |
| 5Y | -36.4% | -15.1% | -21.2% | -39.4% |
| 10Y | -65.4% | +81.0% | -146.4% | -87.3% |
| All | -65.4% | +88.0% | -153.4% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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