-35.9%
AAL vs FERG
+70.2%
-106.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.9% |
| 30D | -13.7% | -15.1% | +1.3% | -5.0% |
| 3M | -8.2% | -4.8% | -3.3% | -5.8% |
| 6M | +13.1% | -2.5% | +15.6% | +13.6% |
| YTD | -15.6% | +1.8% | -17.4% | -17.1% |
| 1Y | +1.4% | -0.3% | +1.7% | +0.3% |
| 3Y | -7.4% | +52.9% | -60.4% | -33.7% |
| 5Y | -35.9% | +69.3% | -105.2% | -57.4% |
| All | -35.9% | +70.2% | -106.1% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling