-66.0%
AAL vs FICO
+544.1%
-610.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +3.4% | +4.0% | -0.5% | +2.2% |
| 30D | +11.7% | -1.5% | +13.2% | +11.7% |
| 3M | -7.8% | -29.8% | +22.0% | -0.5% |
| 6M | +10.2% | -33.3% | +43.5% | +18.5% |
| YTD | -8.0% | -56.9% | +48.9% | +14.5% |
| 1Y | +8.5% | -59.5% | +68.0% | +38.1% |
| 3Y | +19.5% | -26.9% | +46.4% | +12.2% |
| 5Y | -33.9% | +92.9% | -126.8% | -60.8% |
| 10Y | -66.0% | +539.5% | -605.5% | -90.7% |
| All | -66.0% | +544.1% | -610.1% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling