-65.2%
AAL vs FERG
+348.1%
-413.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | -16.0% | -11.8% | -4.1% | -12.2% |
| 3M | -4.2% | -1.2% | -3.0% | -4.0% |
| 6M | +15.7% | -2.3% | +18.0% | +16.3% |
| YTD | -16.2% | +0.8% | -17.0% | -16.4% |
| 1Y | +0.2% | +0.5% | -0.2% | -0.1% |
| 3Y | -8.1% | +51.4% | -59.5% | -19.9% |
| 5Y | -32.2% | +67.5% | -99.7% | -43.2% |
| All | -65.2% | +348.1% | -413.4% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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