+11.8%
AAL vs FIVE
+822.5%
-810.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +4.6% | -0.3% | +4.9% | +4.8% |
| 30D | +2.6% | +17.7% | -15.1% | -3.2% |
| 3M | -17.8% | +4.0% | -21.8% | -19.3% |
| 6M | +1.9% | +2.6% | -0.8% | -0.4% |
| YTD | -14.0% | +27.6% | -41.6% | -22.5% |
| 1Y | +0.2% | +59.9% | -59.7% | -16.7% |
| 3Y | +13.0% | +35.8% | -22.7% | -8.6% |
| 5Y | -39.6% | +14.4% | -54.0% | -49.9% |
| 10Y | -65.7% | +576.1% | -641.8% | -81.8% |
| All | +11.8% | +822.5% | -810.6% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling