-7.7%
AAL vs SFM
+96.9%
-104.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.6% |
| 7D | -0.3% | -5.8% | +5.5% | +0.6% |
| 30D | -19.0% | -11.4% | -7.7% | -17.5% |
| 3M | -5.1% | -12.2% | +7.1% | -3.5% |
| 6M | +15.5% | -5.2% | +20.6% | +15.3% |
| YTD | -15.8% | -4.5% | -11.3% | -16.1% |
| 1Y | -0.3% | -45.4% | +45.1% | +10.9% |
| 3Y | -7.7% | +91.1% | -98.7% | -29.0% |
| All | -7.7% | +96.9% | -104.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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