+14.3%
AAL vs FIG
-71.6%
+85.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +1.5% |
| 7D | -3.7% | -16.3% | +12.6% | -2.7% |
| 30D | -20.8% | -14.3% | -6.5% | -20.2% |
| 3M | -1.3% | +7.2% | -8.4% | -2.2% |
| 6M | +5.4% | -18.6% | +24.0% | +7.1% |
| YTD | -14.4% | -35.5% | +21.1% | -10.8% |
| 1Y | +2.1% | -55.8% | +57.9% | +10.0% |
| All | +14.3% | -71.6% | +85.9% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling