-27.8%
AAL vs FIS
+181.5%
-209.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.9% |
| 7D | -3.7% | +1.1% | -4.8% | -4.5% |
| 30D | -20.8% | -2.2% | -18.6% | -19.7% |
| 3M | -1.3% | +2.1% | -3.4% | -3.8% |
| 6M | +5.4% | -14.7% | +20.0% | +14.7% |
| YTD | -14.4% | -35.7% | +21.4% | +14.7% |
| 1Y | +2.1% | -37.1% | +39.2% | +38.0% |
| 3Y | -10.6% | -20.0% | +9.5% | -3.1% |
| 5Y | -32.2% | -62.1% | +29.9% | +19.6% |
| 10Y | -62.7% | -37.4% | -25.3% | -61.7% |
| All | -27.8% | +181.5% | -209.3% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling