-32.5%
AAL vs FTV
+4.3%
-36.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.0% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | -19.0% | -8.3% | -10.7% | -12.8% |
| 3M | -5.1% | -7.4% | +2.3% | +1.0% |
| 6M | +15.5% | -1.2% | +16.7% | +15.5% |
| YTD | -15.8% | +2.7% | -18.5% | -19.3% |
| 1Y | -0.3% | +18.4% | -18.8% | -16.8% |
| 3Y | -7.7% | -2.0% | -5.6% | -9.1% |
| 5Y | -32.5% | +3.4% | -35.9% | -40.1% |
| All | -32.5% | +4.3% | -36.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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