-28.9%
AAL vs FIX
+13,996.9%
-14,025.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -11.6% | +6.4% | +0.1% |
| 7D | +1.2% | -27.2% | +28.4% | +14.7% |
| 30D | -0.5% | -46.9% | +46.4% | +29.1% |
| 3M | -22.0% | -44.4% | +22.4% | -2.1% |
| 6M | +4.5% | -50.9% | +55.4% | +35.6% |
| YTD | -15.7% | +3.5% | -19.2% | -25.1% |
| 1Y | -3.7% | -2.1% | -1.5% | -12.9% |
| 3Y | +7.9% | +418.7% | -410.8% | -62.8% |
| 5Y | -40.7% | +894.6% | -935.3% | -86.0% |
| 10Y | -66.3% | +3,465.5% | -3,531.8% | -96.2% |
| All | -28.9% | +13,996.9% | -14,025.8% | -96.6% |
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