-27.8%
AAL vs FDS
+965.3%
-993.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +3.5% |
| 7D | -3.7% | -1.9% | -1.8% | -2.7% |
| 30D | -20.8% | +9.0% | -29.8% | -25.7% |
| 3M | -1.3% | +18.9% | -20.1% | -14.8% |
| 6M | +5.4% | +35.1% | -29.8% | -19.8% |
| YTD | -14.4% | +5.5% | -19.9% | -24.1% |
| 1Y | +2.1% | -16.8% | +18.9% | +4.9% |
| 3Y | -10.6% | -28.1% | +17.5% | +0.5% |
| 5Y | -32.2% | -17.4% | -14.8% | -33.7% |
| 10Y | -62.7% | +85.4% | -148.2% | -83.7% |
| All | -27.8% | +965.3% | -993.2% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling