-27.6%
AAL vs F
+162.9%
-190.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.4% |
| 7D | +4.6% | +1.6% | +3.1% | +3.7% |
| 30D | +2.6% | +2.6% | -0.1% | +1.0% |
| 3M | -17.8% | -8.8% | -9.0% | -13.3% |
| 6M | +1.9% | +4.6% | -2.8% | -3.6% |
| YTD | -14.0% | -1.9% | -12.1% | -15.5% |
| 1Y | +0.2% | -0.8% | +1.0% | -2.2% |
| 3Y | +13.0% | +43.5% | -30.4% | -16.8% |
| 5Y | -39.6% | -12.1% | -27.5% | -42.4% |
| 10Y | -65.7% | +83.6% | -149.3% | -80.1% |
| All | -27.6% | +162.9% | -190.5% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling