+19.6%
AAL vs FCEL
-68.0%
+87.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.1% |
| 7D | +10.1% | -8.3% | +18.4% | +10.7% |
| 30D | +10.6% | -43.0% | +53.6% | +15.3% |
| 3M | -5.9% | -48.2% | +42.2% | -1.9% |
| 6M | +5.7% | -25.0% | +30.7% | +3.0% |
| YTD | -8.0% | +40.6% | -48.6% | -17.9% |
| 1Y | +6.0% | +36.0% | -30.0% | -5.8% |
| 3Y | +19.6% | -66.7% | +86.3% | +14.6% |
| All | +19.6% | -68.0% | +87.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling