-65.4%
AAL vs FDS
+135.1%
-200.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.6% |
| 7D | +8.3% | -5.0% | +13.2% | +10.3% |
| 30D | +11.0% | +13.8% | -2.8% | +5.6% |
| 3M | -11.2% | +14.8% | -26.0% | -16.5% |
| 6M | +6.1% | +47.4% | -41.3% | -11.8% |
| YTD | -7.6% | +14.2% | -21.8% | -15.3% |
| 1Y | +3.7% | +26.6% | -22.9% | -10.1% |
| 3Y | +20.5% | -24.4% | +44.9% | +33.4% |
| 5Y | -36.4% | -22.6% | -13.7% | -31.5% |
| 10Y | -65.4% | +130.0% | -195.4% | -80.1% |
| All | -65.4% | +135.1% | -200.6% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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