-27.9%
AAL vs SFM
+40.3%
-68.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.8% | +2.7% |
| 7D | +4.6% | -1.2% | +5.8% | +4.8% |
| 30D | +2.6% | -24.8% | +27.3% | +6.6% |
| 3M | -17.8% | -43.7% | +25.9% | -10.7% |
| 6M | +1.9% | -37.3% | +39.1% | +8.3% |
| YTD | -14.0% | -38.4% | +24.3% | -9.0% |
| 1Y | +0.2% | -36.9% | +37.2% | +5.7% |
| 3Y | +13.0% | +20.7% | -7.6% | +5.1% |
| 5Y | -39.6% | +103.5% | -143.1% | -49.6% |
| 10Y | -65.7% | +139.7% | -205.4% | -73.8% |
| All | -27.9% | +40.3% | -68.1% | -42.1% |
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