-65.4%
AAL vs FN
+837.6%
-903.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +11.9% | -4.4% | +4.4% |
| 7D | +8.3% | +16.3% | -8.0% | +3.2% |
| 30D | +11.0% | -24.7% | +35.7% | +17.9% |
| 3M | -11.2% | -34.9% | +23.8% | -3.2% |
| 6M | +6.1% | -41.1% | +47.2% | +15.2% |
| YTD | -7.6% | -19.6% | +12.0% | -12.2% |
| 1Y | +3.7% | -18.5% | +22.3% | -2.9% |
| 3Y | +20.5% | +119.1% | -98.6% | -26.6% |
| 5Y | -36.4% | +206.9% | -243.3% | -67.6% |
| 10Y | -65.4% | +826.4% | -891.9% | -87.9% |
| All | -65.4% | +837.6% | -903.0% | -87.9% |
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