-35.9%
AAL vs FLR
+245.1%
-281.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | -13.7% | +4.9% | -18.7% | -15.3% |
| 3M | -8.2% | +10.8% | -19.0% | -12.2% |
| 6M | +13.1% | +19.7% | -6.6% | +4.1% |
| YTD | -15.6% | +38.4% | -53.9% | -26.2% |
| 1Y | +1.4% | +34.7% | -33.3% | -10.7% |
| 3Y | -7.4% | +56.7% | -64.1% | -27.1% |
| 5Y | -35.9% | +241.6% | -277.6% | -60.0% |
| All | -35.9% | +245.1% | -281.0% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling