-71.6%
AAL vs FTAI
+2,369.3%
-2,440.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +11.7% | +10.7% | +1.0% | +6.4% |
| 3M | -12.5% | -16.4% | +3.9% | -9.2% |
| 6M | +3.6% | -32.2% | +35.8% | +14.4% |
| YTD | -14.1% | -7.7% | -6.4% | -16.3% |
| 1Y | +0.8% | +18.7% | -18.0% | -10.5% |
| 3Y | +11.8% | +354.3% | -342.5% | -50.7% |
| 5Y | -35.1% | +850.7% | -885.8% | -79.8% |
| 10Y | -68.3% | +2,664.3% | -2,732.6% | -93.0% |
| All | -71.6% | +2,369.3% | -2,440.9% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 all: compounded portfolio wealth divided by compounded FTAI 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…
all analysis · Full analysis span regression · 6 months rolling