-66.4%
AAL vs FFIV
+126.3%
-192.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | +3.4% | -2.9% | +6.4% | +5.2% |
| 30D | +11.7% | -32.4% | +44.1% | +35.8% |
| 3M | -7.8% | -22.7% | +14.9% | +2.9% |
| 6M | +10.2% | -10.7% | +20.9% | +11.8% |
| YTD | -8.0% | +25.4% | -33.4% | -25.7% |
| 1Y | +8.5% | +34.2% | -25.6% | -16.0% |
| 3Y | +19.5% | +101.2% | -81.7% | -28.5% |
| 5Y | -33.9% | +42.0% | -75.9% | -52.4% |
| All | -66.4% | +126.3% | -192.6% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling