+2.1%
AAL vs FIVE
+66.7%
-64.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -0.3% |
| 7D | -3.7% | +4.3% | -8.0% | -5.0% |
| 30D | -20.8% | +12.5% | -33.3% | -23.8% |
| 3M | -1.3% | +31.2% | -32.5% | -9.6% |
| 6M | +5.4% | +14.4% | -9.0% | 0.0% |
| YTD | -14.4% | +33.9% | -48.2% | -22.8% |
| 1Y | +2.1% | +65.1% | -63.0% | -14.5% |
| All | +2.1% | +66.7% | -64.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling