-14.3%
AAL vs FGI
-70.0%
+55.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | +10.1% | -4.1% | +14.2% | +10.1% |
| 30D | +10.6% | -3.4% | +13.9% | +10.6% |
| 3M | -5.9% | +61.8% | -67.7% | -7.9% |
| 6M | +5.7% | +17.0% | -11.3% | +4.0% |
| YTD | -8.0% | +31.4% | -39.4% | -10.6% |
| 1Y | +6.0% | +42.7% | -36.7% | +2.5% |
| 3Y | +19.6% | -0.1% | +19.7% | +16.2% |
| All | -14.3% | -70.0% | +55.8% | -14.1% |
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