-22.5%
AAL vs FIS
+92.4%
-114.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +10.1% | -27.4% | +37.5% | +31.6% |
| 30D | +10.6% | -16.8% | +27.4% | +19.2% |
| 3M | -5.9% | -32.6% | +26.7% | +17.4% |
| 6M | +5.7% | -33.4% | +39.1% | +31.4% |
| YTD | -8.0% | -56.0% | +48.1% | +52.7% |
| 1Y | +6.0% | -55.1% | +61.1% | +72.9% |
| 3Y | +19.6% | -41.4% | +61.0% | +52.3% |
| 5Y | -34.6% | -72.7% | +38.1% | +37.7% |
| 10Y | -65.5% | -55.5% | -10.0% | -57.6% |
| All | -22.5% | +92.4% | -114.9% | -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