+2.1%
AAL vs FFIV
+25.9%
-23.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -3.7% | -1.0% | -2.8% | -3.5% |
| 30D | -20.8% | -5.1% | -15.7% | -19.8% |
| 3M | -1.3% | -4.5% | +3.2% | -0.3% |
| 6M | +5.4% | +36.5% | -31.1% | -5.3% |
| YTD | -14.4% | +53.0% | -67.3% | -26.9% |
| 1Y | +2.1% | +24.2% | -22.1% | -7.4% |
| All | +2.1% | +25.9% | -23.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling