-65.0%
AAL vs FTI
+313.1%
-378.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -1.3% | -2.3% | +1.0% | -0.5% |
| 30D | -13.7% | +5.0% | -18.8% | -15.2% |
| 3M | -8.2% | +13.8% | -22.0% | -13.0% |
| 6M | +13.1% | +22.9% | -9.8% | +3.4% |
| YTD | -15.6% | +75.0% | -90.6% | -31.8% |
| 1Y | +1.4% | +96.9% | -95.5% | -21.8% |
| 3Y | -7.4% | +276.7% | -284.2% | -45.7% |
| 5Y | -35.9% | +1,157.0% | -1,193.0% | -78.0% |
| All | -65.0% | +313.1% | -378.0% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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