-40.7%
AAL vs FICO
+84.1%
-124.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -6.0% | -5.4% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | -0.5% | +1.7% | -2.3% | -1.7% |
| 3M | -22.0% | -35.2% | +13.2% | -14.9% |
| 6M | +4.5% | -33.7% | +38.2% | +10.9% |
| YTD | -15.7% | -58.2% | +42.5% | +3.1% |
| 1Y | -3.7% | -56.6% | +52.9% | +15.8% |
| 3Y | +7.9% | -24.0% | +31.9% | -2.5% |
| 5Y | -40.7% | +86.1% | -126.8% | -66.2% |
| All | -40.7% | +84.1% | -124.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling