-65.5%
AAL vs FAST
+545.6%
-611.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.6% |
| 7D | +10.1% | +4.8% | +5.3% | +7.2% |
| 30D | +10.6% | +8.6% | +2.0% | +5.3% |
| 3M | -5.9% | +5.7% | -11.6% | -9.2% |
| 6M | +5.7% | +25.5% | -19.8% | -8.2% |
| YTD | -8.0% | +39.6% | -47.6% | -25.4% |
| 1Y | +6.0% | +35.5% | -29.5% | -12.6% |
| 3Y | +19.6% | +96.2% | -76.6% | -22.6% |
| 5Y | -34.6% | +110.2% | -144.8% | -59.9% |
| 10Y | -65.5% | +531.8% | -597.3% | -87.6% |
| All | -65.5% | +545.6% | -611.1% | -87.6% |
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