-10.9%
AAL vs FOXA
+7.1%
-18.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -4.5% |
| 7D | +2.9% | -2.9% | +5.8% | +4.0% |
| 30D | +6.5% | +5.1% | +1.3% | +6.9% |
| 3M | -10.9% | +4.7% | -15.5% | -10.6% |
| All | -10.9% | +7.1% | -18.0% | -10.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling