-68.6%
AAL vs FLR
+7.4%
-76.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.1% | +5.4% | -5.5% | -1.5% |
| 30D | +11.7% | +2.8% | +8.9% | +10.6% |
| 3M | -12.5% | -6.4% | -6.1% | -11.3% |
| 6M | +3.6% | +8.8% | -5.2% | -0.5% |
| YTD | -14.1% | +23.6% | -37.7% | -21.5% |
| 1Y | +0.8% | +13.8% | -13.0% | -5.8% |
| 3Y | +11.8% | +36.5% | -24.7% | -5.0% |
| 5Y | -35.1% | +119.3% | -154.4% | -53.4% |
| All | -68.6% | +7.4% | -76.0% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling