-64.8%
AAL vs FISV
+3.1%
-67.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | -1.0% |
| 7D | -0.9% | -2.7% | +1.8% | +0.1% |
| 30D | -12.9% | 0.0% | -12.9% | -13.1% |
| 3M | -11.2% | -2.8% | -8.4% | -11.0% |
| 6M | +17.8% | -11.8% | +29.7% | +21.8% |
| YTD | -15.1% | -23.2% | +8.1% | -7.2% |
| 1Y | +0.5% | -62.0% | +62.5% | +39.6% |
| 3Y | -7.7% | -57.6% | +49.9% | +9.6% |
| 5Y | -31.3% | -53.4% | +22.1% | -25.2% |
| All | -64.8% | +3.1% | -67.9% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling