+6.4%
AAL vs FN
-20.4%
+26.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +11.9% | -4.4% | +6.5% |
| 7D | +8.3% | +16.3% | -8.0% | +6.8% |
| 30D | +11.0% | -24.7% | +35.7% | +12.8% |
| 3M | -11.2% | -34.9% | +23.8% | -9.2% |
| 6M | +6.1% | -41.1% | +47.2% | +7.8% |
| YTD | -7.6% | -19.6% | +12.0% | -11.0% |
| All | +6.4% | -20.4% | +26.8% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling