-53.3%
AAL vs SITM
+4,608.4%
-4,661.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.5% | -5.3% | -0.1% |
| 7D | -3.7% | +9.7% | -13.5% | -5.6% |
| 30D | -20.8% | +12.7% | -33.5% | -23.8% |
| 3M | -1.3% | -13.4% | +12.1% | -0.9% |
| 6M | +5.4% | +59.6% | -54.2% | -8.7% |
| YTD | -14.4% | +73.3% | -87.7% | -28.1% |
| 1Y | +2.1% | +165.5% | -163.4% | -23.5% |
| 3Y | -10.6% | +368.7% | -379.3% | -45.4% |
| 5Y | -32.2% | +172.5% | -204.7% | -58.1% |
| All | -53.3% | +4,608.4% | -4,661.7% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling