-65.4%
AAL vs FAST
+606.6%
-672.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.5% | +5.7% |
| 7D | +8.3% | +3.8% | +4.4% | +6.0% |
| 30D | +11.0% | +8.1% | +2.9% | +6.0% |
| 3M | -11.2% | +5.8% | -17.0% | -14.3% |
| 6M | +6.1% | +24.9% | -18.8% | -7.5% |
| YTD | -7.6% | +38.9% | -46.6% | -24.9% |
| 1Y | +3.7% | +36.5% | -32.7% | -14.9% |
| 3Y | +20.5% | +98.1% | -77.6% | -22.4% |
| 5Y | -36.4% | +109.3% | -145.7% | -60.8% |
| 10Y | -65.4% | +547.9% | -613.4% | -87.5% |
| All | -65.4% | +606.6% | -672.0% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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