-27.8%
AAL vs SIRI
-43.5%
+15.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +1.9% |
| 7D | -3.7% | +1.6% | -5.3% | -4.2% |
| 30D | -20.8% | -4.7% | -16.1% | -19.9% |
| 3M | -1.3% | +5.3% | -6.5% | -2.8% |
| 6M | +5.4% | +30.5% | -25.1% | -2.1% |
| YTD | -14.4% | +49.6% | -64.0% | -23.6% |
| 1Y | +2.1% | +28.5% | -26.4% | -5.6% |
| 3Y | -10.6% | -27.5% | +16.9% | -8.4% |
| 5Y | -32.2% | -44.7% | +12.4% | -28.9% |
| 10Y | -62.7% | -12.6% | -50.1% | -64.3% |
| All | -27.8% | -43.5% | +15.6% | -28.3% |
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