-7.7%
AAL vs FND
-49.6%
+41.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | +0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | -19.0% | -23.6% | +4.6% | -8.1% |
| 3M | -5.1% | +4.3% | -9.4% | -7.5% |
| 6M | +15.5% | -20.3% | +35.8% | +26.5% |
| YTD | -15.8% | -21.3% | +5.5% | -7.6% |
| 1Y | -0.3% | -45.4% | +45.1% | +27.9% |
| 3Y | -7.7% | -48.9% | +41.2% | +10.5% |
| All | -7.7% | -49.6% | +41.9% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling