-32.8%
AAL vs USFD
+215.8%
-248.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -3.7% | -3.0% | -0.7% | -1.7% |
| 30D | -20.8% | +3.5% | -24.3% | -23.2% |
| 3M | -1.3% | +26.6% | -27.8% | -17.9% |
| 6M | +5.4% | +11.7% | -6.3% | -4.3% |
| YTD | -14.4% | +38.1% | -52.5% | -35.8% |
| 1Y | +2.1% | +33.4% | -31.3% | -21.7% |
| 3Y | -10.6% | +155.8% | -166.4% | -60.7% |
| All | -32.8% | +215.8% | -248.6% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling