-1.1%
AAL vs FFIV
+32.1%
-33.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.5% |
| 7D | +2.9% | +1.9% | +1.0% | +2.6% |
| 30D | +6.5% | -33.3% | +39.8% | +14.2% |
| 3M | -10.9% | -24.9% | +14.0% | -7.2% |
| 6M | +4.9% | -10.5% | +15.4% | +4.6% |
| YTD | -13.2% | +24.4% | -37.6% | -23.1% |
| 1Y | -1.1% | +32.3% | -33.4% | -16.8% |
| All | -1.1% | +32.1% | -33.2% | -16.8% |
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