+13.0%
AAL vs FIX
+448.6%
-435.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +0.7% |
| 7D | +4.6% | -17.5% | +22.1% | +8.4% |
| 30D | +2.6% | -41.6% | +44.1% | +15.5% |
| 3M | -17.8% | -40.6% | +22.8% | -8.3% |
| 6M | +1.9% | -49.4% | +51.2% | +17.0% |
| YTD | -14.0% | +9.2% | -23.2% | -21.1% |
| 1Y | +0.2% | +6.5% | -6.2% | -7.8% |
| 3Y | +13.0% | +448.7% | -435.7% | -40.9% |
| All | +13.0% | +448.6% | -435.6% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling