+20.5%
AAL vs SE
+74.2%
-53.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +6.7% |
| 7D | +8.3% | +3.3% | +5.0% | +7.5% |
| 30D | +11.0% | -18.2% | +29.1% | +16.5% |
| 3M | -11.2% | -31.3% | +20.1% | -3.0% |
| 6M | +6.1% | -10.1% | +16.2% | +7.8% |
| YTD | -7.6% | -38.9% | +31.3% | +2.3% |
| 1Y | +3.7% | -48.0% | +51.7% | +19.4% |
| 3Y | +20.5% | +78.8% | -58.3% | +14.7% |
| All | +20.5% | +74.2% | -53.7% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling