-32.5%
AAL vs FTI
+1,110.9%
-1,143.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -19.0% | +12.3% | -31.3% | -20.9% |
| 3M | -5.1% | +13.8% | -18.8% | -8.0% |
| 6M | +15.5% | +24.3% | -8.8% | +8.9% |
| YTD | -15.8% | +75.8% | -91.6% | -26.7% |
| 1Y | -0.3% | +99.6% | -99.9% | -16.1% |
| 3Y | -7.7% | +278.4% | -286.1% | -34.8% |
| 5Y | -32.5% | +1,168.7% | -1,201.2% | -66.2% |
| All | -32.5% | +1,110.9% | -1,143.5% | -66.2% |
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