-8.2%
AAL vs USFD
+156.9%
-165.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -3.7% | -3.0% | -0.7% | -2.3% |
| 30D | -20.8% | +3.5% | -24.3% | -22.5% |
| 3M | -1.3% | +26.6% | -27.8% | -13.8% |
| 6M | +5.4% | +11.7% | -6.3% | -1.7% |
| YTD | -14.4% | +38.1% | -52.5% | -31.5% |
| 1Y | +2.1% | +33.4% | -31.3% | -16.6% |
| All | -8.2% | +156.9% | -165.1% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling