+49.7%
AAL vs FN
+2,575.5%
-2,525.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -14.2% | +9.1% | -2.0% |
| 7D | +1.2% | -16.0% | +17.2% | +4.4% |
| 30D | -0.5% | -40.1% | +39.6% | +10.3% |
| 3M | -22.0% | -43.9% | +21.9% | -13.2% |
| 6M | +4.5% | -55.6% | +60.2% | +19.7% |
| YTD | -15.7% | -35.7% | +20.0% | -14.2% |
| 1Y | -3.7% | -39.8% | +36.2% | -1.1% |
| 3Y | +7.9% | +80.3% | -72.3% | -21.2% |
| 5Y | -40.7% | +143.3% | -184.0% | -61.1% |
| 10Y | -66.3% | +682.3% | -748.6% | -83.3% |
| All | +49.7% | +2,575.5% | -2,525.8% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling