-27.6%
AAL vs FLEX
+643.8%
-671.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.6% | -0.3% |
| 7D | +4.6% | -19.3% | +23.9% | +14.5% |
| 30D | +2.6% | -41.5% | +44.1% | +29.7% |
| 3M | -17.8% | -43.1% | +25.3% | +4.3% |
| 6M | +1.9% | -48.2% | +50.1% | +30.4% |
| YTD | -14.0% | +15.5% | -29.5% | -33.0% |
| 1Y | +0.2% | +10.2% | -10.0% | -20.7% |
| 3Y | +13.0% | +256.8% | -243.8% | -55.1% |
| 5Y | -39.6% | +408.2% | -447.8% | -80.4% |
| 10Y | -65.7% | +580.9% | -646.5% | -92.0% |
| All | -27.6% | +643.8% | -671.3% | -86.5% |
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