-27.8%
AAL vs FE
+129.8%
-157.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -3.7% | +1.9% | -5.7% | -4.6% |
| 30D | -20.8% | -1.2% | -19.6% | -20.4% |
| 3M | -1.3% | +3.5% | -4.8% | -3.0% |
| 6M | +5.4% | -6.1% | +11.4% | +8.0% |
| YTD | -14.4% | +7.6% | -22.0% | -17.8% |
| 1Y | +2.1% | +11.9% | -9.8% | -4.0% |
| 3Y | -10.6% | +48.4% | -59.0% | -27.8% |
| 5Y | -32.2% | +44.8% | -77.0% | -45.5% |
| 10Y | -62.7% | +115.9% | -178.6% | -77.8% |
| All | -27.8% | +129.8% | -157.7% | -58.6% |
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 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