+19.6%
AAL vs FIX
+497.3%
-477.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +10.1% | -13.9% | +24.0% | +13.2% |
| 30D | +10.6% | -35.5% | +46.1% | +21.7% |
| 3M | -5.9% | -33.9% | +28.0% | +2.2% |
| 6M | +5.7% | -43.3% | +49.0% | +18.1% |
| YTD | -8.0% | +18.7% | -26.6% | -17.2% |
| 1Y | +6.0% | +13.8% | -7.8% | -3.9% |
| 3Y | +19.6% | +495.0% | -475.4% | -38.9% |
| All | +19.6% | +497.3% | -477.7% | -38.9% |
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