+163.1%
AAL vs FERG
+1,526.4%
-1,363.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.1% | +9.7% | -9.8% | -2.2% |
| 30D | +11.7% | +15.0% | -3.3% | +8.2% |
| 3M | -12.5% | +3.8% | -16.3% | -13.3% |
| 6M | +3.6% | +10.6% | -7.0% | +1.2% |
| YTD | -14.1% | +17.0% | -31.1% | -17.0% |
| 1Y | +0.8% | +7.1% | -6.3% | -0.9% |
| 3Y | +11.8% | +67.7% | -55.9% | +0.6% |
| 5Y | -35.1% | +76.4% | -111.5% | -43.0% |
| 10Y | -68.3% | +424.2% | -492.5% | -73.3% |
| All | +163.1% | +1,526.4% | -1,363.3% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling