+5.4%
AAL vs FICO
-35.4%
+40.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -16.7% | +17.9% | +2.4% |
| 7D | -3.7% | -19.2% | +15.4% | -2.4% |
| 30D | -20.8% | -14.6% | -6.2% | -20.1% |
| 3M | -1.3% | -20.1% | +18.8% | -1.4% |
| 6M | +5.4% | -36.3% | +41.7% | +7.7% |
| All | +5.4% | -35.4% | +40.8% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling