-66.0%
AAL vs FE
+120.9%
-186.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | +11.7% | +3.6% | +8.1% | +10.6% |
| 3M | -7.8% | +0.3% | -8.1% | -7.9% |
| 6M | +10.2% | +6.4% | +3.8% | +8.2% |
| YTD | -8.0% | +8.1% | -16.1% | -10.5% |
| 1Y | +8.5% | +4.6% | +3.9% | +6.6% |
| 3Y | +19.5% | +49.1% | -29.6% | +3.8% |
| 5Y | -33.9% | +46.1% | -80.0% | -42.6% |
| 10Y | -66.0% | +122.7% | -188.7% | -70.3% |
| All | -66.0% | +120.9% | -186.9% | -70.3% |
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