-33.9%
AAL vs USFD
+207.9%
-241.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.7% |
| 30D | +11.7% | +12.3% | -0.6% | +2.9% |
| 3M | -7.8% | -0.7% | -7.1% | -7.6% |
| 6M | +10.2% | +31.3% | -21.0% | -11.1% |
| YTD | -8.0% | +45.7% | -53.7% | -34.2% |
| 1Y | +8.5% | +52.1% | -43.6% | -25.4% |
| 3Y | +19.5% | +158.2% | -138.7% | -48.5% |
| 5Y | -33.9% | +213.8% | -247.6% | -75.9% |
| All | -33.9% | +207.9% | -241.8% | -75.9% |
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