-67.1%
AAL vs FE
+107.4%
-174.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +2.6% | +5.2% | -2.6% | +1.1% |
| 3M | -17.8% | 0.0% | -17.8% | -17.8% |
| 6M | +1.9% | +5.0% | -3.2% | +0.3% |
| YTD | -14.0% | +7.9% | -21.9% | -16.3% |
| 1Y | +0.2% | +6.3% | -6.1% | -2.1% |
| 3Y | +13.0% | +46.0% | -33.0% | -1.1% |
| 5Y | -39.6% | +45.6% | -85.2% | -47.5% |
| All | -67.1% | +107.4% | -174.5% | -70.6% |
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