-59.1%
AAL vs USFR
+27.5%
-86.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | +0.3% | -21.1% | -20.9% |
| 3M | -1.3% | +1.0% | -2.3% | -1.7% |
| 6M | +5.4% | +1.9% | +3.4% | +4.5% |
| YTD | -14.4% | +2.6% | -17.0% | -15.4% |
| 1Y | +2.1% | +4.0% | -1.9% | +0.3% |
| 3Y | -10.6% | +14.1% | -24.7% | -15.6% |
| 5Y | -32.2% | +20.4% | -52.6% | -37.4% |
| 10Y | -62.7% | +28.0% | -90.7% | -65.9% |
| All | -59.1% | +27.5% | -86.6% | -60.5% |
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 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