-34.6%
AAL vs FIX
+1,045.2%
-1,079.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +10.1% | -13.9% | +24.0% | +14.0% |
| 30D | +10.6% | -35.5% | +46.1% | +24.4% |
| 3M | -5.9% | -33.9% | +28.0% | +4.1% |
| 6M | +5.7% | -43.3% | +49.0% | +21.1% |
| YTD | -8.0% | +18.7% | -26.6% | -19.4% |
| 1Y | +6.0% | +13.8% | -7.8% | -6.3% |
| 3Y | +19.6% | +495.0% | -475.4% | -52.1% |
| 5Y | -34.6% | +1,049.0% | -1,083.6% | -84.0% |
| All | -34.6% | +1,045.2% | -1,079.8% | -84.0% |
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