-40.8%
AAL vs SFM
+105.4%
-146.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.8% | +2.6% |
| 7D | +4.6% | -1.2% | +5.8% | +4.8% |
| 30D | +2.6% | -24.8% | +27.3% | +6.3% |
| 3M | -17.8% | -43.7% | +25.9% | -11.1% |
| 6M | +1.9% | -37.3% | +39.1% | +7.8% |
| YTD | -14.0% | -38.4% | +24.3% | -9.3% |
| 1Y | +0.2% | -36.9% | +37.2% | +5.3% |
| 3Y | +13.0% | +20.7% | -7.6% | +5.3% |
| All | -40.8% | +105.4% | -146.1% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling