-26.8%
AAL vs FTI
+900.3%
-927.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | +2.9% | +5.4% | -2.5% | +1.2% |
| 30D | +6.5% | -8.2% | +14.7% | +9.1% |
| 3M | -10.9% | -13.7% | +2.8% | -7.1% |
| 6M | +4.9% | -11.2% | +16.1% | +6.8% |
| YTD | -13.2% | +46.0% | -59.2% | -26.3% |
| 1Y | -1.1% | +51.8% | -52.9% | -17.4% |
| 3Y | +12.8% | +206.7% | -193.9% | -29.7% |
| 5Y | -34.4% | +862.0% | -896.4% | -75.0% |
| 10Y | -67.9% | +182.3% | -250.2% | -84.1% |
| All | -26.8% | +900.3% | -927.1% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling