-25.1%
AAL vs FICO
+1,616.1%
-1,641.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +8.0% |
| 7D | +8.3% | +0.4% | +7.9% | +8.0% |
| 30D | +6.2% | +1.7% | +4.6% | +3.6% |
| 3M | -17.7% | -33.0% | +15.4% | -6.0% |
| 6M | +15.4% | -33.9% | +49.3% | +28.2% |
| YTD | -11.1% | -58.5% | +47.4% | +23.5% |
| 1Y | +7.7% | -56.4% | +64.1% | +44.7% |
| 3Y | +13.8% | -24.7% | +38.4% | -0.2% |
| 5Y | -33.9% | +83.1% | -117.0% | -69.1% |
| 10Y | -64.5% | +517.2% | -581.7% | -94.1% |
| All | -25.1% | +1,616.1% | -1,641.1% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling