+12.6%
AAL vs FIG
-74.1%
+86.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | -1.3% | -14.5% | +13.2% | -0.4% |
| 30D | -13.7% | -13.3% | -0.4% | -13.2% |
| 3M | -8.2% | +7.4% | -15.6% | -9.1% |
| 6M | +13.1% | -27.8% | +40.9% | +15.9% |
| YTD | -15.6% | -41.1% | +25.5% | -11.7% |
| 1Y | +1.4% | -58.7% | +60.1% | +9.6% |
| All | +12.6% | -74.1% | +86.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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