-40.8%
AAL vs FFIV
+39.5%
-80.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +4.6% | -8.1% | +12.7% | +9.2% |
| 30D | +2.6% | -33.4% | +36.0% | +24.4% |
| 3M | -17.8% | -24.7% | +7.0% | -7.8% |
| 6M | +1.9% | -8.8% | +10.7% | +0.7% |
| YTD | -14.0% | +21.8% | -35.8% | -31.0% |
| 1Y | +0.2% | +25.3% | -25.1% | -21.2% |
| 3Y | +13.0% | +101.2% | -88.1% | -35.8% |
| All | -40.8% | +39.5% | -80.2% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling