-27.8%
AAL vs FFIV
+1,625.8%
-1,653.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -3.7% | -1.0% | -2.8% | -3.4% |
| 30D | -20.8% | -5.1% | -15.7% | -19.1% |
| 3M | -1.3% | -4.5% | +3.2% | +0.2% |
| 6M | +5.4% | +36.5% | -31.1% | -10.6% |
| YTD | -14.4% | +53.0% | -67.3% | -31.7% |
| 1Y | +2.1% | +24.2% | -22.1% | -10.5% |
| 3Y | -10.6% | +137.2% | -147.8% | -42.2% |
| 5Y | -32.2% | +91.8% | -124.0% | -52.2% |
| 10Y | -62.7% | +215.2% | -277.9% | -79.6% |
| All | -27.8% | +1,625.8% | -1,653.7% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling