+1.9%
AAL vs FIX
-49.0%
+50.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +1.5% |
| 7D | +4.6% | -17.5% | +22.1% | +5.4% |
| 30D | +2.6% | -41.6% | +44.1% | +7.8% |
| 3M | -17.8% | -40.6% | +22.8% | -13.8% |
| 6M | +1.9% | -49.4% | +51.2% | +3.7% |
| All | +1.9% | -49.0% | +50.8% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling