-64.8%
AAL vs IFF
-20.3%
-44.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.5% |
| 7D | -0.9% | -3.2% | +2.3% | +0.9% |
| 30D | -12.9% | -0.3% | -12.6% | -12.8% |
| 3M | -11.2% | +8.4% | -19.6% | -15.5% |
| 6M | +17.8% | +23.0% | -5.2% | +3.6% |
| YTD | -15.1% | +25.5% | -40.6% | -26.8% |
| 1Y | +0.5% | +29.1% | -28.6% | -15.0% |
| 3Y | -7.7% | +31.7% | -39.3% | -25.4% |
| 5Y | -31.3% | -35.2% | +3.9% | -16.6% |
| All | -64.8% | -20.3% | -44.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling