-68.6%
AAL vs USFD
+359.9%
-428.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | -0.1% | +1.7% | -1.7% | -0.9% |
| 30D | +11.7% | +10.2% | +1.5% | +6.0% |
| 3M | -12.5% | -1.5% | -11.1% | -11.9% |
| 6M | +3.6% | +27.3% | -23.7% | -10.4% |
| YTD | -14.1% | +44.0% | -58.1% | -32.1% |
| 1Y | +0.8% | +50.4% | -49.6% | -22.6% |
| 3Y | +11.8% | +153.6% | -141.8% | -36.5% |
| 5Y | -35.1% | +219.0% | -254.1% | -67.3% |
| All | -68.6% | +359.9% | -428.5% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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