-66.0%
AAL vs FIS
-40.5%
-25.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | +1.5% |
| 7D | -0.3% | -3.5% | +3.1% | +1.5% |
| 30D | -19.0% | -7.8% | -11.2% | -15.6% |
| 3M | -5.1% | +0.8% | -5.9% | -6.1% |
| 6M | +15.5% | -21.9% | +37.4% | +29.4% |
| YTD | -15.8% | -39.5% | +23.7% | +8.4% |
| 1Y | -0.3% | -41.0% | +40.7% | +29.6% |
| 3Y | -7.7% | -23.6% | +16.0% | +1.7% |
| 5Y | -32.5% | -65.6% | +33.1% | +15.5% |
| 10Y | -66.0% | -40.2% | -25.8% | -57.5% |
| All | -66.0% | -40.5% | -25.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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