-32.6%
AAL vs SITM
+187.3%
-219.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | 0.0% |
| 7D | -0.9% | +3.9% | -4.8% | -1.8% |
| 30D | -12.9% | -6.6% | -6.3% | -11.9% |
| 3M | -11.2% | -11.9% | +0.7% | -11.0% |
| 6M | +17.8% | +81.1% | -63.3% | -2.6% |
| YTD | -15.1% | +80.0% | -95.1% | -30.9% |
| 1Y | +0.5% | +145.8% | -145.4% | -26.0% |
| 3Y | -7.7% | +475.9% | -483.5% | -50.4% |
| All | -32.6% | +187.3% | -219.9% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling