-35.2%
AAL vs FTI
+886.2%
-921.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.1% | -1.4% |
| 7D | -0.1% | +4.3% | -4.4% | -0.8% |
| 30D | +11.7% | -4.7% | +16.4% | +12.4% |
| 3M | -12.5% | -13.5% | +1.0% | -10.5% |
| 6M | +3.6% | -8.7% | +12.3% | +4.2% |
| YTD | -14.1% | +49.0% | -63.1% | -23.6% |
| 1Y | +0.8% | +54.0% | -53.3% | -11.2% |
| 3Y | +11.8% | +211.6% | -199.8% | -19.5% |
| All | -35.2% | +886.2% | -921.4% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling