-68.6%
AAL vs FIX
+3,564.5%
-3,633.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -0.1% | +9.4% | -9.5% | -3.7% |
| 30D | +11.7% | -27.8% | +39.5% | +24.7% |
| 3M | -12.5% | -35.6% | +23.0% | +1.3% |
| 6M | +3.6% | -45.2% | +48.8% | +26.2% |
| YTD | -14.1% | +19.5% | -33.6% | -28.1% |
| 1Y | +0.8% | +24.2% | -23.5% | -17.8% |
| 3Y | +11.8% | +494.2% | -482.4% | -64.1% |
| 5Y | -35.1% | +1,036.1% | -1,071.2% | -86.3% |
| All | -68.6% | +3,564.5% | -3,633.1% | -96.2% |
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