-35.9%
AAL vs FCEL
-90.4%
+54.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +1.1% |
| 7D | -1.3% | +15.1% | -16.4% | -3.3% |
| 30D | -13.7% | -16.4% | +2.7% | -12.5% |
| 3M | -8.2% | -5.3% | -2.9% | -11.4% |
| 6M | +13.1% | +124.5% | -111.4% | -8.4% |
| YTD | -15.6% | +126.7% | -142.3% | -32.7% |
| 1Y | +1.4% | +219.9% | -218.5% | -25.7% |
| 3Y | -7.4% | -61.6% | +54.2% | -13.3% |
| 5Y | -35.9% | -90.5% | +54.6% | -24.3% |
| All | -35.9% | -90.4% | +54.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling