-27.8%
AAL vs FLR
+120.6%
-148.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.6% | +2.1% |
| 7D | -3.7% | +5.4% | -9.2% | -5.7% |
| 30D | -20.8% | +11.4% | -32.2% | -24.6% |
| 3M | -1.3% | +11.4% | -12.7% | -6.7% |
| 6M | +5.4% | +16.6% | -11.3% | -3.1% |
| YTD | -14.4% | +41.7% | -56.1% | -27.1% |
| 1Y | +2.1% | +35.4% | -33.3% | -12.0% |
| 3Y | -10.6% | +57.3% | -67.9% | -31.3% |
| 5Y | -32.2% | +241.0% | -273.2% | -63.4% |
| 10Y | -62.7% | +16.6% | -79.4% | -74.4% |
| All | -27.8% | +120.6% | -148.5% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling