+0.5%
AAL vs FIGR
-3.1%
+3.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.9% | +1.6% |
| 7D | -0.9% | -3.0% | +2.1% | -0.7% |
| 30D | -12.9% | +13.7% | -26.5% | -13.9% |
| 3M | -11.2% | +23.9% | -35.1% | -12.9% |
| 6M | +17.8% | -8.4% | +26.3% | +17.0% |
| YTD | -15.1% | -14.6% | -0.5% | -16.6% |
| 1Y | +0.5% | +12.1% | -11.6% | -2.3% |
| All | +0.5% | -3.1% | +3.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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