-28.1%
AAL vs SFM
+132.6%
-160.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.6% | +0.8% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -20.8% | -4.4% | -16.4% | -20.3% |
| 3M | -1.3% | +1.5% | -2.8% | -1.8% |
| 6M | +5.4% | +6.5% | -1.1% | +3.3% |
| YTD | -14.4% | +2.2% | -16.5% | -15.6% |
| 1Y | +2.1% | -41.9% | +44.0% | +9.8% |
| 3Y | -10.6% | +106.8% | -117.3% | -23.1% |
| 5Y | -32.2% | +231.6% | -263.8% | -47.3% |
| 10Y | -62.7% | +258.4% | -321.1% | -73.2% |
| All | -28.1% | +132.6% | -160.7% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling