-28.9%
AAL vs FICO
+1,631.7%
-1,660.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -6.0% | -5.6% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | -0.5% | +1.7% | -2.3% | -3.1% |
| 3M | -22.0% | -35.2% | +13.2% | -9.3% |
| 6M | +4.5% | -33.7% | +38.2% | +15.9% |
| YTD | -15.7% | -58.2% | +42.5% | +16.6% |
| 1Y | -3.7% | -56.6% | +52.9% | +29.7% |
| 3Y | +7.9% | -24.0% | +31.9% | -5.8% |
| 5Y | -40.7% | +86.1% | -126.8% | -72.5% |
| 10Y | -66.3% | +522.8% | -589.1% | -94.4% |
| All | -28.9% | +1,631.7% | -1,660.6% | -97.0% |
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