+20.5%
AAL vs FIS
-41.8%
+62.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.8% |
| 7D | +8.3% | -29.4% | +37.7% | +18.0% |
| 30D | +11.0% | -16.7% | +27.7% | +13.0% |
| 3M | -11.2% | -33.0% | +21.8% | -1.3% |
| 6M | +6.1% | -33.3% | +39.4% | +17.3% |
| YTD | -7.6% | -56.0% | +48.4% | +24.4% |
| 1Y | +3.7% | -54.6% | +58.3% | +37.3% |
| 3Y | +20.5% | -40.6% | +61.2% | +28.7% |
| All | +20.5% | -41.8% | +62.3% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling