-65.1%
AAL vs FDS
+72.8%
-138.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.5% |
| 7D | -1.3% | -8.8% | +7.5% | +2.1% |
| 30D | -13.7% | -1.4% | -12.4% | -13.6% |
| 3M | -8.2% | +13.9% | -22.0% | -14.1% |
| 6M | +13.1% | +27.4% | -14.3% | -1.1% |
| YTD | -15.6% | -2.5% | -13.1% | -17.4% |
| 1Y | +1.4% | -23.8% | +25.2% | +10.7% |
| 3Y | -7.4% | -32.5% | +25.0% | +6.7% |
| 5Y | -35.9% | -23.2% | -12.8% | -31.8% |
| 10Y | -65.1% | +76.4% | -141.5% | -77.2% |
| All | -65.1% | +72.8% | -138.0% | -77.2% |
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