-67.1%
AAL vs FAST
+586.8%
-653.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.8% |
| 7D | +4.6% | +2.1% | +2.5% | +3.4% |
| 30D | +2.6% | +6.9% | -4.3% | -1.5% |
| 3M | -17.8% | +4.8% | -22.6% | -20.3% |
| 6M | +1.9% | +19.8% | -17.9% | -9.0% |
| YTD | -14.0% | +34.9% | -48.9% | -28.9% |
| 1Y | +0.2% | +32.8% | -32.6% | -16.4% |
| 3Y | +13.0% | +93.7% | -80.7% | -26.1% |
| 5Y | -39.6% | +105.3% | -144.9% | -62.3% |
| All | -67.1% | +586.8% | -653.9% | -87.9% |
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