-35.9%
AAL vs USFR
+20.4%
-56.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | -13.7% | +0.3% | -14.0% | -14.5% |
| 3M | -8.2% | +1.0% | -9.1% | -11.1% |
| 6M | +13.1% | +1.9% | +11.2% | +5.7% |
| YTD | -15.6% | +2.7% | -18.2% | -23.6% |
| 1Y | +1.4% | +4.0% | -2.6% | -13.5% |
| 3Y | -7.4% | +14.0% | -21.5% | -44.9% |
| 5Y | -35.9% | +20.4% | -56.4% | -69.4% |
| All | -35.9% | +20.4% | -56.4% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling