-8.2%
AAL vs FFIV
+136.9%
-145.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | -3.7% | -1.0% | -2.8% | -3.3% |
| 30D | -20.8% | -5.1% | -15.7% | -18.9% |
| 3M | -1.3% | -4.5% | +3.2% | +0.4% |
| 6M | +5.4% | +36.5% | -31.1% | -14.2% |
| YTD | -14.4% | +53.0% | -67.3% | -36.1% |
| 1Y | +2.1% | +24.2% | -22.1% | -13.3% |
| All | -8.2% | +136.9% | -145.1% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling