-27.6%
AAL vs SIMO
+1,494.0%
-1,521.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.2% | +0.9% |
| 7D | +4.6% | -22.0% | +26.6% | +10.2% |
| 30D | +2.6% | -43.0% | +45.6% | +15.6% |
| 3M | -17.8% | -39.1% | +21.4% | -10.2% |
| 6M | +1.9% | -33.3% | +35.1% | +5.1% |
| YTD | -14.0% | +77.0% | -91.0% | -34.5% |
| 1Y | +0.2% | +73.0% | -72.8% | -23.3% |
| 3Y | +13.0% | +215.7% | -202.7% | -28.1% |
| 5Y | -39.6% | +155.6% | -195.2% | -61.1% |
| 10Y | -65.7% | +388.4% | -454.0% | -82.5% |
| All | -27.6% | +1,494.0% | -1,521.5% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling