-27.8%
AAL vs FIX
+23,425.6%
-23,453.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.3% |
| 7D | -3.7% | +6.0% | -9.8% | -6.4% |
| 30D | -20.8% | -7.2% | -13.6% | -18.5% |
| 3M | -1.3% | -15.9% | +14.6% | +4.2% |
| 6M | +5.4% | +12.7% | -7.4% | -4.5% |
| YTD | -14.4% | +72.8% | -87.1% | -37.6% |
| 1Y | +2.1% | +122.9% | -120.8% | -35.5% |
| 3Y | -10.6% | +774.3% | -784.9% | -75.2% |
| 5Y | -32.2% | +2,049.5% | -2,081.7% | -88.6% |
| 10Y | -62.7% | +5,821.5% | -5,884.2% | -96.5% |
| All | -27.8% | +23,425.6% | -23,453.4% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling