+20.5%
AAL vs FITB
+136.2%
-115.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +5.4% |
| 7D | +8.3% | -1.1% | +9.4% | +9.4% |
| 30D | +11.0% | +7.3% | +3.6% | +5.2% |
| 3M | -11.2% | -4.0% | -7.2% | -8.1% |
| 6M | +6.1% | +11.9% | -5.8% | -3.1% |
| YTD | -7.6% | +19.0% | -26.6% | -20.0% |
| 1Y | +3.7% | +31.0% | -27.3% | -17.1% |
| 3Y | +20.5% | +143.8% | -123.3% | -34.0% |
| All | +20.5% | +136.2% | -115.7% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling