-27.8%
AAL vs FLEX
+1,067.2%
-1,095.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -20.8% | -10.1% | -10.7% | -16.8% |
| 3M | -1.3% | -31.3% | +30.1% | +15.5% |
| 6M | +5.4% | +71.3% | -65.9% | -28.5% |
| YTD | -14.4% | +81.2% | -95.6% | -44.5% |
| 1Y | +2.1% | +98.5% | -96.4% | -37.8% |
| 3Y | -10.6% | +428.2% | -438.8% | -69.7% |
| 5Y | -32.2% | +657.3% | -689.5% | -81.3% |
| 10Y | -62.7% | +995.9% | -1,058.6% | -92.9% |
| All | -27.8% | +1,067.2% | -1,095.1% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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