-33.9%
AAL vs FAST
+113.6%
-147.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | +3.4% | +4.3% | -0.8% | +0.9% |
| 30D | +11.7% | +8.3% | +3.4% | +6.3% |
| 3M | -7.8% | +6.5% | -14.3% | -11.5% |
| 6M | +10.2% | +29.5% | -19.3% | -6.9% |
| YTD | -8.0% | +41.3% | -49.3% | -27.1% |
| 1Y | +8.5% | +37.4% | -28.8% | -12.4% |
| 3Y | +19.5% | +98.5% | -79.0% | -27.2% |
| 5Y | -33.9% | +111.1% | -145.0% | -64.8% |
| All | -33.9% | +113.6% | -147.5% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling