-27.8%
AAL vs FHN
+22.3%
-50.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.7% | +1.2% | -4.9% | -4.5% |
| 30D | -20.8% | -4.7% | -16.1% | -18.4% |
| 3M | -1.3% | +3.5% | -4.8% | -3.4% |
| 6M | +5.4% | +7.8% | -2.4% | +0.6% |
| YTD | -14.4% | +5.9% | -20.2% | -17.2% |
| 1Y | +2.1% | +12.5% | -10.4% | -5.8% |
| 3Y | -10.6% | +117.2% | -127.8% | -46.4% |
| 5Y | -32.2% | +86.5% | -118.8% | -61.6% |
| 10Y | -62.7% | +125.7% | -188.4% | -82.6% |
| All | -27.8% | +22.3% | -50.1% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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