+4.5%
AAL vs FN
-54.4%
+59.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -14.2% | +9.1% | -4.6% |
| 7D | +1.2% | -16.0% | +17.2% | +1.8% |
| 30D | -0.5% | -40.1% | +39.6% | +1.4% |
| 3M | -22.0% | -43.9% | +21.9% | -20.4% |
| 6M | +4.5% | -55.6% | +60.2% | +4.3% |
| All | +4.5% | -54.4% | +59.0% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling