-34.4%
AAL vs FE
+46.0%
-80.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +6.5% | +3.9% | +2.6% | +5.5% |
| 3M | -10.9% | -0.1% | -10.8% | -10.9% |
| 6M | +4.9% | +6.1% | -1.2% | +3.3% |
| YTD | -13.2% | +8.1% | -21.2% | -15.3% |
| 1Y | -1.1% | +4.4% | -5.5% | -2.7% |
| 3Y | +12.8% | +49.0% | -36.2% | -3.3% |
| 5Y | -34.4% | +46.1% | -80.5% | -46.5% |
| All | -34.4% | +46.0% | -80.4% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling