-27.8%
AAL vs FTI
+1,130.2%
-1,158.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.7% | +5.3% | -9.0% | -5.4% |
| 30D | -20.8% | +15.3% | -36.1% | -24.8% |
| 3M | -1.3% | +15.8% | -17.0% | -7.3% |
| 6M | +5.4% | +22.6% | -17.2% | -3.8% |
| YTD | -14.4% | +79.5% | -93.9% | -31.8% |
| 1Y | +2.1% | +102.0% | -99.9% | -22.5% |
| 3Y | -10.6% | +315.8% | -326.4% | -49.8% |
| 5Y | -32.2% | +1,129.5% | -1,161.7% | -76.4% |
| 10Y | -62.7% | +320.9% | -383.7% | -83.8% |
| All | -27.8% | +1,130.2% | -1,158.0% | -82.5% |
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