-68.3%
AAL vs FSLR
+432.1%
-500.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -4.8% |
| 7D | +2.9% | -12.0% | +14.9% | +5.9% |
| 30D | +6.5% | -7.7% | +14.1% | +8.4% |
| 3M | -10.9% | -24.0% | +13.2% | -5.4% |
| 6M | +4.9% | -24.4% | +29.3% | +10.6% |
| YTD | -13.2% | -34.0% | +20.9% | -6.8% |
| 1Y | -1.1% | -35.6% | +34.5% | +6.6% |
| 3Y | +12.8% | +28.7% | -15.9% | -5.2% |
| 5Y | -34.4% | +55.3% | -89.7% | -51.2% |
| All | -68.3% | +432.1% | -500.4% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling