+7.7%
AAL vs FIX
+14.3%
-6.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -15.1% | +21.4% | +8.5% |
| 7D | +8.3% | -18.9% | +27.3% | +11.5% |
| 30D | +6.2% | -36.3% | +42.5% | +14.6% |
| 3M | -17.7% | -38.5% | +20.8% | -10.8% |
| 6M | +15.4% | -42.3% | +57.7% | +24.7% |
| YTD | -11.1% | +17.1% | -28.2% | -20.1% |
| 1Y | +7.7% | +14.4% | -6.6% | -3.0% |
| All | +7.7% | +14.3% | -6.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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