+11.8%
AAL vs SE
+65.6%
-53.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +11.7% | -20.9% | +32.6% | +18.2% |
| 3M | -12.5% | -38.9% | +26.3% | -1.4% |
| 6M | +3.6% | -19.4% | +23.0% | +8.4% |
| YTD | -14.1% | -40.9% | +26.8% | -4.1% |
| 1Y | +0.8% | -46.2% | +47.0% | +14.9% |
| 3Y | +11.8% | +63.7% | -51.9% | +7.0% |
| All | +11.8% | +65.6% | -53.8% | +7.0% |
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