-31.4%
AAL vs FIS
-62.4%
+31.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.6% |
| 7D | -3.7% | +1.1% | -4.8% | -4.2% |
| 30D | -20.8% | -2.2% | -18.6% | -20.1% |
| 3M | -1.3% | +2.1% | -3.4% | -2.6% |
| 6M | +5.4% | -14.7% | +20.0% | +11.2% |
| YTD | -14.4% | -35.7% | +21.4% | +2.4% |
| 1Y | +2.1% | -37.1% | +39.2% | +22.8% |
| 3Y | -10.6% | -20.0% | +9.5% | -3.8% |
| All | -31.4% | -62.4% | +31.0% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling