-22.2%
AAL vs FIS
+92.6%
-114.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +8.4% |
| 7D | +8.3% | -29.4% | +37.7% | +32.1% |
| 30D | +11.0% | -16.7% | +27.7% | +19.6% |
| 3M | -11.2% | -33.0% | +21.8% | +11.3% |
| 6M | +6.1% | -33.3% | +39.4% | +31.8% |
| YTD | -7.6% | -56.0% | +48.4% | +53.1% |
| 1Y | +3.7% | -54.6% | +58.3% | +67.7% |
| 3Y | +20.5% | -40.6% | +61.2% | +51.9% |
| 5Y | -36.4% | -71.9% | +35.5% | +30.8% |
| 10Y | -65.4% | -55.3% | -10.1% | -57.6% |
| All | -22.2% | +92.6% | -114.8% | -77.4% |
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