-19.9%
AAL vs FGI
-70.6%
+50.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +4.6% | -7.0% | +11.6% | +4.7% |
| 30D | +2.6% | -4.2% | +6.8% | +2.6% |
| 3M | -17.8% | +55.6% | -73.4% | -19.4% |
| 6M | +1.9% | -3.2% | +5.0% | +0.6% |
| YTD | -14.0% | +29.1% | -43.1% | -16.5% |
| 1Y | +0.2% | +51.0% | -50.7% | -3.2% |
| 3Y | +13.0% | +1.5% | +11.5% | +9.6% |
| All | -19.9% | -70.6% | +50.6% | -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