-8.2%
AAL vs SITM
+412.8%
-421.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -1.3% | +3.7% | -5.0% | -2.0% |
| 30D | -13.7% | -14.5% | +0.8% | -11.3% |
| 3M | -8.2% | -10.6% | +2.4% | -8.2% |
| 6M | +13.1% | +65.5% | -52.4% | -3.6% |
| YTD | -15.6% | +67.0% | -82.6% | -29.4% |
| 1Y | +1.4% | +138.6% | -137.2% | -24.0% |
| All | -8.2% | +412.8% | -421.0% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling