-35.2%
AAL vs SIMO
+170.3%
-205.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.1% |
| 7D | -0.1% | +4.1% | -4.2% | -0.8% |
| 30D | +11.7% | -24.0% | +35.7% | +15.8% |
| 3M | -12.5% | -31.8% | +19.2% | -8.5% |
| 6M | +3.6% | -36.9% | +40.5% | +7.0% |
| YTD | -14.1% | +84.8% | -98.9% | -35.3% |
| 1Y | +0.8% | +99.0% | -98.2% | -25.9% |
| 3Y | +11.8% | +217.9% | -206.1% | -31.2% |
| All | -35.2% | +170.3% | -205.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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