-52.1%
AAL vs FTV
+127.3%
-179.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +2.9% | +3.7% | -0.8% | -0.2% |
| 30D | +6.5% | +16.8% | -10.4% | -6.8% |
| 3M | -10.9% | +10.4% | -21.2% | -18.4% |
| 6M | +4.9% | +12.8% | -7.9% | -6.2% |
| YTD | -13.2% | +23.3% | -36.5% | -29.2% |
| 1Y | -1.1% | +31.0% | -32.1% | -23.7% |
| 3Y | +12.8% | +38.6% | -25.8% | -17.2% |
| 5Y | -34.4% | +17.6% | -52.0% | -45.1% |
| 10Y | -67.9% | +110.0% | -177.9% | -83.1% |
| All | -52.1% | +127.3% | -179.5% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling