-67.1%
AAL vs FE
+105.3%
-172.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.3% |
| 7D | +4.6% | -1.0% | +5.6% | +4.9% |
| 30D | +2.6% | +4.1% | -1.6% | +1.4% |
| 3M | -17.8% | -1.0% | -16.8% | -17.6% |
| 6M | +1.9% | +4.0% | -2.1% | +0.6% |
| YTD | -14.0% | +6.8% | -20.9% | -16.1% |
| 1Y | +0.2% | +5.3% | -5.1% | -1.8% |
| 3Y | +13.0% | +44.6% | -31.5% | -0.8% |
| 5Y | -39.6% | +44.2% | -83.8% | -47.3% |
| All | -67.1% | +105.3% | -172.4% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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