-20.0%
AAL vs FGI
-74.8%
+54.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -25.2% | +24.1% | -0.6% |
| 7D | -0.1% | -14.4% | +14.3% | +0.1% |
| 30D | +11.7% | -11.8% | +23.5% | +11.8% |
| 3M | -12.5% | -46.2% | +33.7% | -11.8% |
| 6M | +3.6% | +5.2% | -1.6% | +2.0% |
| YTD | -14.1% | +10.5% | -24.6% | -16.4% |
| 1Y | +0.8% | +25.5% | -24.7% | -2.4% |
| 3Y | +11.8% | -16.0% | +27.8% | +8.9% |
| All | -20.0% | -74.8% | +54.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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