-56.8%
AAL vs FOXA
+99.6%
-156.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -3.6% |
| 7D | -0.1% | +2.7% | -2.7% | -1.7% |
| 30D | +11.7% | +10.0% | +1.7% | +5.0% |
| 3M | -12.5% | +5.0% | -17.5% | -16.0% |
| 6M | +3.6% | +3.4% | +0.2% | -2.3% |
| YTD | -14.1% | -5.5% | -8.6% | -15.2% |
| 1Y | +0.8% | +5.5% | -4.8% | -8.2% |
| 3Y | +11.8% | +139.3% | -127.5% | -45.0% |
| 5Y | -35.1% | +77.2% | -112.3% | -60.6% |
| All | -56.8% | +99.6% | -156.4% | -79.9% |
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