+4.9%
AAL vs FOXA
-3.3%
+8.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.2% |
| 7D | +2.9% | -2.9% | +5.8% | +3.3% |
| 30D | +6.5% | +5.1% | +1.3% | +6.7% |
| 3M | -10.9% | +4.7% | -15.5% | -10.5% |
| 6M | +4.9% | -0.2% | +5.1% | +2.8% |
| All | +4.9% | -3.3% | +8.2% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling