-56.0%
AAL vs USFR
+28.6%
-84.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +10.1% | +0.1% | +10.0% | +10.0% |
| 30D | +10.6% | +0.4% | +10.2% | +10.4% |
| 3M | -5.9% | +1.1% | -7.0% | -6.4% |
| 6M | +5.7% | +2.1% | +3.6% | +4.8% |
| YTD | -8.0% | +3.4% | -11.4% | -9.4% |
| 1Y | +6.0% | +4.1% | +1.9% | +4.1% |
| 3Y | +19.6% | +14.4% | +5.2% | +12.7% |
| 5Y | -34.6% | +21.4% | -56.0% | -39.8% |
| 10Y | -65.5% | +28.5% | -94.0% | -68.6% |
| All | -56.0% | +28.6% | -84.6% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling