-65.2%
AAL vs USFR
+28.0%
-93.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -16.0% | +0.3% | -16.3% | -16.2% |
| 3M | -4.2% | +1.0% | -5.2% | -5.2% |
| 6M | +15.7% | +1.9% | +13.7% | +13.4% |
| YTD | -16.2% | +2.7% | -18.9% | -18.5% |
| 1Y | +0.2% | +4.0% | -3.8% | -4.0% |
| 3Y | -8.1% | +14.1% | -22.1% | -19.6% |
| 5Y | -32.2% | +20.5% | -52.7% | -43.3% |
| All | -65.2% | +28.0% | -93.3% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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