-35.2%
AAL vs FTV
+17.3%
-52.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | +3.9% | -4.0% | -3.2% |
| 30D | +11.7% | +18.7% | -7.0% | -3.3% |
| 3M | -12.5% | +10.0% | -22.6% | -19.5% |
| 6M | +3.6% | +14.6% | -10.9% | -8.3% |
| YTD | -14.1% | +23.4% | -37.5% | -29.8% |
| 1Y | +0.8% | +31.3% | -30.5% | -22.4% |
| 3Y | +11.8% | +39.8% | -28.0% | -19.0% |
| All | -35.2% | +17.3% | -52.5% | -51.3% |
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