-65.1%
AAL vs FITB
+282.4%
-347.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -13.7% | -5.1% | -8.6% | -10.4% |
| 3M | -8.2% | +3.5% | -11.7% | -10.5% |
| 6M | +13.1% | +17.2% | -4.1% | +0.3% |
| YTD | -15.6% | +17.6% | -33.2% | -25.4% |
| 1Y | +1.4% | +23.4% | -21.9% | -13.8% |
| 3Y | -7.4% | +129.7% | -137.2% | -50.4% |
| 5Y | -35.9% | +68.4% | -104.4% | -58.1% |
| 10Y | -65.1% | +285.6% | -350.8% | -86.5% |
| All | -65.1% | +282.4% | -347.5% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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