-63.1%
AAL vs FN
+900.0%
-963.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.4% |
| 7D | -3.7% | -1.7% | -2.1% | -3.3% |
| 30D | -20.8% | -22.0% | +1.2% | -16.3% |
| 3M | -1.3% | -43.0% | +41.7% | +11.6% |
| 6M | +5.4% | -27.7% | +33.1% | +8.2% |
| YTD | -14.4% | -10.5% | -3.8% | -19.3% |
| 1Y | +2.1% | +12.5% | -10.4% | -11.9% |
| 3Y | -10.6% | +153.8% | -164.4% | -46.4% |
| 5Y | -32.2% | +288.0% | -320.2% | -67.0% |
| All | -63.1% | +900.0% | -963.1% | -87.1% |
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