-72.2%
AAL vs FTAI
+2,588.5%
-2,660.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.3% | +3.9% | -4.2% | -1.8% |
| 30D | -19.0% | -8.8% | -10.2% | -16.8% |
| 3M | -5.1% | -14.5% | +9.4% | -1.0% |
| 6M | +15.5% | -24.0% | +39.5% | +23.3% |
| YTD | -15.8% | +0.5% | -16.3% | -18.7% |
| 1Y | -0.3% | +19.1% | -19.4% | -10.2% |
| 3Y | -7.7% | +460.7% | -468.4% | -61.8% |
| 5Y | -32.5% | +947.3% | -979.9% | -79.3% |
| 10Y | -66.0% | +3,244.4% | -3,310.4% | -92.6% |
| All | -72.2% | +2,588.5% | -2,660.7% | -94.3% |
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