-69.8%
AAL vs FND
+54.9%
-124.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -0.9% | -5.1% | +4.2% | +1.1% |
| 30D | -16.0% | -22.5% | +6.6% | -7.1% |
| 3M | -4.2% | -5.0% | +0.8% | -2.7% |
| 6M | +15.7% | -21.5% | +37.2% | +26.2% |
| YTD | -16.2% | -23.0% | +6.8% | -8.2% |
| 1Y | +0.2% | -44.9% | +45.1% | +24.0% |
| 3Y | -8.1% | -50.0% | +41.9% | +13.7% |
| 5Y | -32.2% | -63.3% | +31.1% | -11.4% |
| All | -69.8% | +54.9% | -124.8% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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