-34.6%
AAL vs USFR
+21.4%
-56.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | +10.1% | +0.1% | +10.0% | +9.8% |
| 30D | +10.6% | +0.4% | +10.2% | +9.3% |
| 3M | -5.9% | +1.1% | -7.0% | -8.8% |
| 6M | +5.7% | +2.1% | +3.6% | -0.9% |
| YTD | -8.0% | +3.4% | -11.4% | -18.4% |
| 1Y | +6.0% | +4.1% | +1.9% | -8.6% |
| 3Y | +19.6% | +14.4% | +5.2% | -28.5% |
| 5Y | -34.6% | +21.4% | -56.0% | -68.5% |
| All | -34.6% | +21.4% | -56.0% | -68.5% |
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