-64.8%
AAL vs SIRI
-10.2%
-54.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -12.9% | +2.5% | -15.4% | -13.8% |
| 3M | -11.2% | +6.6% | -17.8% | -13.6% |
| 6M | +17.8% | +32.9% | -15.0% | +4.9% |
| YTD | -15.1% | +50.5% | -65.6% | -28.6% |
| 1Y | +0.5% | +28.0% | -27.5% | -10.5% |
| 3Y | -7.7% | -22.4% | +14.7% | -7.5% |
| 5Y | -31.3% | -41.3% | +9.9% | -30.1% |
| All | -64.8% | -10.2% | -54.6% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling