-57.9%
AAL vs FOXA
+90.1%
-148.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -2.0% |
| 7D | -0.9% | -3.7% | +2.8% | +1.3% |
| 30D | -16.0% | +5.4% | -21.3% | -19.1% |
| 3M | -4.2% | -3.7% | -0.5% | -4.8% |
| 6M | +15.7% | +12.6% | +3.1% | +1.9% |
| YTD | -16.2% | -10.0% | -6.2% | -14.2% |
| 1Y | +0.2% | +15.0% | -14.8% | -15.1% |
| 3Y | -8.1% | +115.1% | -123.2% | -51.2% |
| 5Y | -32.2% | +93.0% | -125.2% | -61.5% |
| All | -57.9% | +90.1% | -148.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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