+13.0%
AAL vs FFIV
+102.2%
-89.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +4.6% | -8.1% | +12.7% | +8.5% |
| 30D | +2.6% | -33.4% | +36.0% | +21.2% |
| 3M | -17.8% | -24.7% | +7.0% | -9.5% |
| 6M | +1.9% | -8.8% | +10.7% | -0.4% |
| YTD | -14.0% | +21.8% | -35.8% | -31.5% |
| 1Y | +0.2% | +25.3% | -25.1% | -21.9% |
| 3Y | +13.0% | +101.2% | -88.1% | -37.9% |
| All | +13.0% | +102.2% | -89.2% | -37.9% |
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