-27.6%
AAL vs SIRI
-37.4%
+9.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.1% | -1.7% | +1.6% | +0.4% |
| 30D | +11.7% | +21.1% | -9.4% | +6.3% |
| 3M | -12.5% | +14.7% | -27.3% | -15.8% |
| 6M | +3.6% | +22.9% | -19.3% | -2.0% |
| YTD | -14.1% | +65.7% | -79.8% | -25.5% |
| 1Y | +0.8% | +53.5% | -52.7% | -10.8% |
| 3Y | +11.8% | -23.0% | +34.8% | +13.3% |
| 5Y | -35.1% | -41.5% | +6.4% | -32.9% |
| 10Y | -68.3% | -7.4% | -60.8% | -70.1% |
| All | -27.6% | -37.4% | +9.8% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling