-53.2%
AAL vs SITM
+3,319.5%
-3,372.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.5% | +0.1% |
| 7D | -0.1% | +6.6% | -6.7% | -1.4% |
| 30D | +11.7% | -15.3% | +27.0% | +14.3% |
| 3M | -12.5% | -35.4% | +22.8% | -6.3% |
| 6M | +3.6% | -46.8% | +50.4% | +13.0% |
| YTD | -14.1% | +25.9% | -40.0% | -24.3% |
| 1Y | +0.8% | +54.0% | -53.2% | -15.4% |
| 3Y | +11.8% | +315.6% | -303.8% | -31.1% |
| 5Y | -35.1% | +74.4% | -109.5% | -56.6% |
| All | -53.2% | +3,319.5% | -3,372.7% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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