-64.8%
AAL vs F
+96.3%
-161.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.2% |
| 7D | -3.7% | +5.3% | -9.1% | -7.2% |
| 30D | -20.8% | +4.6% | -25.4% | -23.5% |
| 3M | -1.3% | -3.7% | +2.4% | +0.6% |
| 6M | +5.4% | +16.8% | -11.4% | -8.1% |
| YTD | -14.4% | +15.3% | -29.6% | -25.1% |
| 1Y | +2.1% | +31.0% | -28.9% | -19.1% |
| 3Y | -10.6% | +45.4% | -56.0% | -39.2% |
| 5Y | -32.2% | +54.7% | -86.9% | -61.3% |
| All | -64.8% | +96.3% | -161.2% | -88.2% |
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