-29.0%
AAL vs FISV
+359.0%
-388.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.4% | +1.1% |
| 7D | -0.3% | -1.6% | +1.3% | +0.7% |
| 30D | -19.0% | -3.0% | -16.1% | -17.6% |
| 3M | -5.1% | -3.5% | -1.5% | -4.5% |
| 6M | +15.5% | -19.4% | +34.9% | +29.0% |
| YTD | -15.8% | -24.3% | +8.5% | -2.6% |
| 1Y | -0.3% | -62.4% | +62.1% | +64.3% |
| 3Y | -7.7% | -58.2% | +50.5% | +23.4% |
| 5Y | -32.5% | -56.5% | +24.0% | -15.9% |
| 10Y | -66.0% | -0.5% | -65.4% | -84.1% |
| All | -29.0% | +359.0% | -388.1% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling