-20.2%
AAL vs FGI
-70.4%
+50.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | +1.1% |
| 7D | -3.7% | +0.5% | -4.3% | -3.8% |
| 30D | -20.8% | +65.4% | -86.2% | -22.4% |
| 3M | -1.3% | +23.5% | -24.8% | -2.8% |
| 6M | +5.4% | +60.5% | -55.2% | +2.1% |
| YTD | -14.4% | +30.0% | -44.4% | -16.7% |
| 1Y | +2.1% | +82.1% | -80.0% | -2.6% |
| 3Y | -10.6% | -4.4% | -6.2% | -12.8% |
| All | -20.2% | -70.4% | +50.1% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling