-40.8%
AAL vs FIX
+933.9%
-974.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +0.3% |
| 7D | +4.6% | -17.5% | +22.1% | +9.4% |
| 30D | +2.6% | -41.6% | +44.1% | +18.8% |
| 3M | -17.8% | -40.6% | +22.8% | -6.0% |
| 6M | +1.9% | -49.4% | +51.2% | +20.8% |
| YTD | -14.0% | +9.2% | -23.2% | -22.8% |
| 1Y | +0.2% | +6.5% | -6.2% | -9.8% |
| 3Y | +13.0% | +448.7% | -435.7% | -53.7% |
| All | -40.8% | +933.9% | -974.7% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling