+11.8%
AAL vs FERG
+69.1%
-57.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -0.1% | +9.7% | -9.8% | -5.4% |
| 30D | +11.7% | +15.0% | -3.3% | +3.0% |
| 3M | -12.5% | +3.8% | -16.3% | -14.5% |
| 6M | +3.6% | +10.6% | -7.0% | -2.9% |
| YTD | -14.1% | +17.0% | -31.1% | -22.1% |
| 1Y | +0.8% | +7.1% | -6.3% | -4.3% |
| 3Y | +11.8% | +67.7% | -55.9% | -18.1% |
| All | +11.8% | +69.1% | -57.3% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling