-67.1%
AAL vs F
+80.8%
-147.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.4% |
| 7D | +4.6% | +1.6% | +3.1% | +3.6% |
| 30D | +2.6% | +2.6% | -0.1% | +0.8% |
| 3M | -17.8% | -8.8% | -9.0% | -12.9% |
| 6M | +1.9% | +4.6% | -2.8% | -4.7% |
| YTD | -14.0% | -1.9% | -12.1% | -16.1% |
| 1Y | +0.2% | -0.8% | +1.0% | -3.1% |
| 3Y | +13.0% | +43.5% | -30.4% | -22.6% |
| 5Y | -39.6% | -12.1% | -27.5% | -44.4% |
| All | -67.1% | +80.8% | -147.9% | -87.5% |
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