-32.5%
AAL vs SGI
+61.8%
-94.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.4% |
| 7D | -0.3% | +9.3% | -9.6% | -5.3% |
| 30D | -19.0% | +6.9% | -25.9% | -22.1% |
| 3M | -5.1% | +2.8% | -7.9% | -6.6% |
| 6M | +15.5% | -12.6% | +28.1% | +23.3% |
| YTD | -15.8% | -21.5% | +5.7% | -5.2% |
| 1Y | -0.3% | -18.8% | +18.4% | +9.1% |
| 3Y | -7.7% | +60.8% | -68.5% | -31.9% |
| 5Y | -32.5% | +60.0% | -92.5% | -55.2% |
| All | -32.5% | +61.8% | -94.3% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling