-65.4%
AAL vs FIVE
+596.6%
-662.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.6% | +1.8% | +5.1% |
| 7D | +8.3% | +6.2% | +2.1% | +5.7% |
| 30D | +11.0% | +18.2% | -7.2% | +3.5% |
| 3M | -11.2% | +3.8% | -15.0% | -13.0% |
| 6M | +6.1% | +13.7% | -7.7% | -1.0% |
| YTD | -7.6% | +34.7% | -42.4% | -20.4% |
| 1Y | +3.7% | +66.6% | -62.9% | -18.4% |
| 3Y | +20.5% | +44.3% | -23.8% | -8.8% |
| 5Y | -36.4% | +18.8% | -55.2% | -49.9% |
| 10Y | -65.4% | +569.2% | -634.6% | -85.3% |
| All | -65.4% | +596.6% | -662.0% | -85.3% |
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