+2.1%
AAL vs FANG
+43.7%
-41.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +0.2% |
| 7D | -3.7% | +0.8% | -4.5% | -3.2% |
| 30D | -20.8% | +7.6% | -28.4% | -17.0% |
| 3M | -1.3% | -1.3% | 0.0% | +0.5% |
| 6M | +5.4% | +14.7% | -9.3% | +12.7% |
| YTD | -14.4% | +34.8% | -49.1% | -6.5% |
| 1Y | +2.1% | +42.9% | -40.8% | +9.7% |
| All | +2.1% | +43.7% | -41.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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