+23.2%
AAL vs FIG
-77.2%
+100.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.3% | +7.2% |
| 7D | +8.3% | -12.6% | +20.9% | +9.3% |
| 30D | +11.0% | -13.8% | +24.7% | +12.1% |
| 3M | -11.2% | -16.7% | +5.5% | -10.4% |
| 6M | +6.1% | -6.1% | +12.2% | +5.6% |
| YTD | -7.6% | -48.1% | +40.5% | -2.5% |
| 1Y | +3.7% | -56.2% | +59.9% | +11.1% |
| All | +23.2% | -77.2% | +100.4% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling