-68.6%
AAL vs F
+64.5%
-133.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.1% | -3.1% | +3.0% | +2.2% |
| 30D | +11.7% | 0.0% | +11.7% | +11.9% |
| 3M | -12.5% | -13.2% | +0.7% | -4.0% |
| 6M | +3.6% | -10.2% | +13.8% | +9.2% |
| YTD | -14.1% | -4.9% | -9.2% | -14.3% |
| 1Y | +0.8% | -6.1% | +6.8% | +1.4% |
| 3Y | +11.8% | +46.0% | -34.2% | -24.5% |
| 5Y | -35.1% | -15.7% | -19.4% | -38.2% |
| All | -68.6% | +64.5% | -133.1% | -88.5% |
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