+6.4%
AAL vs F
-2.1%
+8.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.1% |
| 7D | +8.3% | -0.6% | +8.9% | +8.6% |
| 30D | +11.0% | +2.9% | +8.1% | +9.7% |
| 3M | -11.2% | -9.5% | -1.7% | -7.5% |
| 6M | +6.1% | +4.0% | +2.0% | +1.3% |
| YTD | -7.6% | -1.3% | -6.4% | -10.8% |
| All | +6.4% | -2.1% | +8.5% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling