-65.2%
AAL vs FLR
+18.3%
-83.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -0.9% | -6.9% | +5.9% | +1.1% |
| 30D | -16.0% | +1.1% | -17.1% | -16.4% |
| 3M | -4.2% | +14.3% | -18.6% | -9.0% |
| 6M | +15.7% | +19.1% | -3.4% | +7.6% |
| YTD | -16.2% | +35.1% | -51.3% | -25.1% |
| 1Y | +0.2% | +29.5% | -29.2% | -9.5% |
| 3Y | -8.1% | +53.0% | -61.1% | -24.2% |
| 5Y | -32.2% | +238.9% | -271.1% | -57.0% |
| All | -65.2% | +18.3% | -83.5% | -71.9% |
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