-8.2%
AAL vs FOXA
+110.7%
-118.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | -1.3% | -5.4% | +4.1% | +0.9% |
| 30D | -13.7% | +1.1% | -14.9% | -14.4% |
| 3M | -8.2% | -6.1% | -2.0% | -6.9% |
| 6M | +13.1% | +8.2% | +4.9% | +4.9% |
| YTD | -15.6% | -11.8% | -3.8% | -11.8% |
| 1Y | +1.4% | +9.9% | -8.5% | -9.7% |
| All | -8.2% | +110.7% | -118.9% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling