-64.8%
AAL vs FIVE
+477.5%
-542.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -0.9% |
| 7D | -3.7% | +4.3% | -8.0% | -5.5% |
| 30D | -20.8% | +12.5% | -33.3% | -24.9% |
| 3M | -1.3% | +31.2% | -32.5% | -12.6% |
| 6M | +5.4% | +14.4% | -9.0% | -2.3% |
| YTD | -14.4% | +33.9% | -48.2% | -25.7% |
| 1Y | +2.1% | +65.1% | -63.0% | -19.7% |
| 3Y | -10.6% | +49.0% | -59.5% | -33.3% |
| 5Y | -32.2% | +30.3% | -62.5% | -48.9% |
| All | -64.8% | +477.5% | -542.4% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling