-67.1%
AAL vs FN
+753.0%
-820.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.7% | -9.7% | -1.1% |
| 7D | +4.6% | 0.0% | +4.7% | +3.6% |
| 30D | +2.6% | -34.3% | +36.9% | +12.8% |
| 3M | -17.8% | -39.9% | +22.1% | -8.6% |
| 6M | +1.9% | -51.8% | +53.7% | +16.7% |
| YTD | -14.0% | -28.1% | +14.1% | -15.9% |
| 1Y | +0.2% | -29.1% | +29.3% | -2.6% |
| 3Y | +13.0% | +102.4% | -89.4% | -29.9% |
| 5Y | -39.6% | +171.7% | -211.3% | -68.2% |
| All | -67.1% | +753.0% | -820.1% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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