-66.0%
AAL vs FFIV
+224.0%
-290.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -0.3% | -1.5% | +1.2% | +0.6% |
| 30D | -19.0% | -2.7% | -16.4% | -18.1% |
| 3M | -5.1% | -1.7% | -3.4% | -4.9% |
| 6M | +15.5% | +36.1% | -20.7% | -6.0% |
| YTD | -15.8% | +52.6% | -68.4% | -36.8% |
| 1Y | -0.3% | +21.5% | -21.8% | -14.6% |
| 3Y | -7.7% | +142.7% | -150.3% | -48.2% |
| 5Y | -32.5% | +92.6% | -125.1% | -57.7% |
| 10Y | -66.0% | +225.5% | -291.5% | -84.0% |
| All | -66.0% | +224.0% | -290.0% | -84.0% |
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