-22.8%
AAL vs SFM
+44.5%
-67.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.6% |
| 7D | +3.4% | -7.1% | +10.5% | +4.6% |
| 30D | +11.7% | -21.4% | +33.1% | +15.3% |
| 3M | -7.8% | -40.1% | +32.3% | -0.9% |
| 6M | +10.2% | -38.0% | +48.3% | +17.4% |
| YTD | -8.0% | -36.5% | +28.5% | -3.0% |
| 1Y | +8.5% | -35.2% | +43.7% | +13.9% |
| 3Y | +19.5% | +23.5% | -4.0% | +10.7% |
| 5Y | -33.9% | +109.7% | -143.6% | -45.2% |
| 10Y | -66.0% | +132.6% | -198.6% | -73.9% |
| All | -22.8% | +44.5% | -67.3% | -38.4% |
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