-29.0%
AAL vs IFF
+292.7%
-321.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -19.0% | -0.3% | -18.7% | -18.8% |
| 3M | -5.1% | +18.6% | -23.6% | -16.5% |
| 6M | +15.5% | +17.4% | -1.9% | +0.7% |
| YTD | -15.8% | +28.5% | -44.3% | -31.9% |
| 1Y | -0.3% | +32.5% | -32.8% | -21.7% |
| 3Y | -7.7% | +34.1% | -41.7% | -31.6% |
| 5Y | -32.5% | -35.2% | +2.6% | -16.3% |
| 10Y | -66.0% | -21.1% | -44.9% | -68.0% |
| All | -29.0% | +292.7% | -321.8% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling