-27.6%
AAL vs FE
+128.2%
-155.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.6% |
| 7D | +4.6% | -1.0% | +5.6% | +5.1% |
| 30D | +2.6% | +4.1% | -1.6% | +0.7% |
| 3M | -17.8% | -1.0% | -16.8% | -17.5% |
| 6M | +1.9% | +4.0% | -2.1% | -0.2% |
| YTD | -14.0% | +6.8% | -20.9% | -17.2% |
| 1Y | +0.2% | +5.3% | -5.1% | -3.0% |
| 3Y | +13.0% | +44.6% | -31.5% | -7.5% |
| 5Y | -39.6% | +44.2% | -83.8% | -51.3% |
| 10Y | -65.7% | +107.3% | -172.9% | -79.0% |
| All | -27.6% | +128.2% | -155.7% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling