-64.8%
AAL vs FIX
+5,885.7%
-5,950.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.4% |
| 7D | -3.7% | +6.0% | -9.8% | -6.1% |
| 30D | -20.8% | -7.2% | -13.6% | -18.7% |
| 3M | -1.3% | -15.9% | +14.6% | +3.8% |
| 6M | +5.4% | +12.7% | -7.4% | -3.8% |
| YTD | -14.4% | +72.8% | -87.1% | -36.2% |
| 1Y | +2.1% | +122.9% | -120.8% | -33.3% |
| 3Y | -10.6% | +774.3% | -784.9% | -74.2% |
| 5Y | -32.2% | +2,049.5% | -2,081.7% | -88.6% |
| All | -64.8% | +5,885.7% | -5,950.5% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling