+7.7%
AAL vs SE
-48.0%
+55.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.5% | +1.9% | +5.4% |
| 7D | +8.3% | +6.7% | +1.7% | +7.0% |
| 30D | +6.2% | -17.2% | +23.4% | +10.2% |
| 3M | -17.7% | -28.0% | +10.3% | -12.4% |
| 6M | +15.4% | -6.1% | +21.5% | +16.6% |
| YTD | -11.1% | -37.1% | +26.1% | -7.1% |
| 1Y | +7.7% | -48.8% | +56.5% | +15.4% |
| All | +7.7% | -48.0% | +55.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling