-32.2%
AAL vs FISV
-57.7%
+25.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -0.9% | -7.2% | +6.3% | +1.2% |
| 30D | -16.0% | -7.2% | -8.8% | -14.2% |
| 3M | -4.2% | -8.2% | +3.9% | -2.4% |
| 6M | +15.7% | -17.7% | +33.4% | +20.9% |
| YTD | -16.2% | -27.2% | +11.0% | -9.2% |
| 1Y | +0.2% | -63.0% | +63.2% | +27.5% |
| 3Y | -8.1% | -59.8% | +51.7% | -2.5% |
| 5Y | -32.2% | -55.8% | +23.6% | -37.7% |
| All | -32.2% | -57.7% | +25.5% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling