-0.3%
AAL vs FDS
-20.8%
+20.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.6% |
| 7D | -0.3% | -5.4% | +5.1% | -0.3% |
| 30D | -19.0% | +1.6% | -20.6% | -19.0% |
| 3M | -5.1% | +17.7% | -22.8% | -5.3% |
| 6M | +15.5% | +29.1% | -13.6% | +14.6% |
| YTD | -15.8% | +1.0% | -16.8% | -14.0% |
| 1Y | -0.3% | -21.6% | +21.3% | +0.4% |
| All | -0.3% | -20.8% | +20.5% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling