-27.8%
AAL vs FITB
+181.8%
-209.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.7% | +0.6% | -4.3% | -4.0% |
| 30D | -20.8% | -4.7% | -16.1% | -18.9% |
| 3M | -1.3% | +6.7% | -8.0% | -4.2% |
| 6M | +5.4% | +12.6% | -7.2% | -0.5% |
| YTD | -14.4% | +19.1% | -33.5% | -21.3% |
| 1Y | +2.1% | +22.6% | -20.5% | -7.6% |
| 3Y | -10.6% | +127.1% | -137.7% | -39.5% |
| 5Y | -32.2% | +71.8% | -104.0% | -48.0% |
| 10Y | -62.7% | +287.2% | -349.9% | -80.1% |
| All | -27.8% | +181.8% | -209.7% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling