-65.1%
AAL vs FSLR
+431.1%
-496.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +1.3% |
| 7D | -1.3% | +0.2% | -1.5% | -1.5% |
| 30D | -13.7% | -15.1% | +1.4% | -10.5% |
| 3M | -8.2% | -22.5% | +14.4% | -2.9% |
| 6M | +13.1% | +4.0% | +9.2% | +10.9% |
| YTD | -15.6% | -22.3% | +6.7% | -12.5% |
| 1Y | +1.4% | 0.0% | +1.4% | -1.2% |
| 3Y | -7.4% | +10.9% | -18.3% | -18.6% |
| 5Y | -35.9% | +105.4% | -141.3% | -55.4% |
| 10Y | -65.1% | +447.0% | -512.1% | -82.4% |
| All | -65.1% | +431.1% | -496.2% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FSLR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling