+6.0%
AAL vs FIX
+13.3%
-7.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +10.1% | -13.9% | +24.0% | +11.9% |
| 30D | +10.6% | -35.5% | +46.1% | +18.7% |
| 3M | -5.9% | -33.9% | +28.0% | 0.0% |
| 6M | +5.7% | -43.3% | +49.0% | +14.6% |
| YTD | -8.0% | +18.7% | -26.6% | -16.7% |
| 1Y | +6.0% | +13.8% | -7.8% | -3.4% |
| All | +6.0% | +13.3% | -7.3% | -3.4% |
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