-67.1%
AAL vs USFD
+369.7%
-436.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +4.6% | +3.0% | +1.6% | +2.9% |
| 30D | +2.6% | +11.1% | -8.5% | -3.2% |
| 3M | -17.8% | -0.3% | -17.5% | -17.9% |
| 6M | +1.9% | +15.9% | -14.0% | -7.4% |
| YTD | -14.0% | +41.6% | -55.6% | -31.5% |
| 1Y | +0.2% | +49.4% | -49.2% | -22.8% |
| 3Y | +13.0% | +157.8% | -144.8% | -36.5% |
| 5Y | -39.6% | +176.6% | -216.2% | -67.3% |
| All | -67.1% | +369.7% | -436.8% | -85.8% |
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