-65.1%
AAL vs SGI
+263.3%
-328.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | -13.7% | +5.5% | -19.3% | -15.8% |
| 3M | -8.2% | -3.6% | -4.6% | -6.7% |
| 6M | +13.1% | -15.0% | +28.1% | +20.6% |
| YTD | -15.6% | -23.0% | +7.4% | -6.6% |
| 1Y | +1.4% | -18.4% | +19.8% | +8.9% |
| 3Y | -7.4% | +57.8% | -65.2% | -24.3% |
| 5Y | -35.9% | +51.5% | -87.4% | -49.0% |
| 10Y | -65.1% | +275.2% | -340.3% | -82.1% |
| All | -65.1% | +263.3% | -328.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling