-27.8%
AAL vs SGI
+2,468.9%
-2,496.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -3.7% | +8.5% | -12.3% | -7.1% |
| 30D | -20.8% | +0.7% | -21.5% | -21.2% |
| 3M | -1.3% | +0.6% | -1.9% | -1.5% |
| 6M | +5.4% | -17.9% | +23.3% | +14.4% |
| YTD | -14.4% | -21.2% | +6.8% | -5.8% |
| 1Y | +2.1% | -18.9% | +21.0% | +10.1% |
| 3Y | -10.6% | +52.6% | -63.2% | -26.9% |
| 5Y | -32.2% | +60.7% | -92.9% | -47.4% |
| 10Y | -62.7% | +278.1% | -340.8% | -83.2% |
| All | -27.8% | +2,468.9% | -2,496.8% | -92.7% |
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