-68.8%
AAL vs FND
+61.4%
-130.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | -3.8% |
| 7D | +2.9% | -5.1% | +8.1% | +5.2% |
| 30D | +6.5% | +9.2% | -2.7% | +2.8% |
| 3M | -10.9% | -17.7% | +6.8% | -3.9% |
| 6M | +4.9% | +2.5% | +2.4% | +3.2% |
| YTD | -13.2% | -19.8% | +6.6% | -6.5% |
| 1Y | -1.1% | -22.7% | +21.6% | +7.9% |
| 3Y | +12.8% | -38.3% | +51.1% | +29.3% |
| 5Y | -34.4% | -63.0% | +28.6% | -14.4% |
| All | -68.8% | +61.4% | -130.2% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling