-27.6%
AAL vs SGI
+2,259.3%
-2,286.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +4.3% |
| 7D | +4.6% | +1.0% | +3.6% | +4.1% |
| 30D | +2.6% | +3.9% | -1.3% | +0.9% |
| 3M | -17.8% | -0.8% | -17.0% | -17.7% |
| 6M | +1.9% | -18.0% | +19.8% | +10.3% |
| YTD | -14.0% | -27.6% | +13.6% | -2.0% |
| 1Y | +0.2% | -27.2% | +27.5% | +13.8% |
| 3Y | +13.0% | +76.0% | -62.9% | -12.6% |
| 5Y | -39.6% | +50.0% | -89.6% | -51.7% |
| 10Y | -65.7% | +399.1% | -464.8% | -86.0% |
| All | -27.6% | +2,259.3% | -2,286.9% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling