+19.7%
AAL vs FIVE
+42.3%
-22.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +3.4% | -0.5% | +4.0% | +3.7% |
| 30D | +11.7% | +17.4% | -5.7% | +6.1% |
| 3M | -7.8% | +7.0% | -14.8% | -10.1% |
| 6M | +10.2% | +20.5% | -10.2% | +2.6% |
| YTD | -8.0% | +33.1% | -41.1% | -17.5% |
| 1Y | +8.5% | +67.1% | -58.5% | -9.8% |
| All | +19.7% | +42.3% | -22.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling