-34.4%
AAL vs SLB
+75.0%
-109.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +2.9% | +2.6% | +0.4% | +2.3% |
| 30D | +6.5% | +4.4% | +2.1% | +5.0% |
| 3M | -10.9% | -2.7% | -8.1% | -10.6% |
| 6M | +4.9% | -7.5% | +12.4% | +5.9% |
| YTD | -13.2% | +34.8% | -48.0% | -22.5% |
| 1Y | -1.1% | +44.6% | -45.7% | -13.8% |
| 3Y | +12.8% | +3.2% | +9.6% | +4.9% |
| 5Y | -34.4% | +73.6% | -108.0% | -51.0% |
| All | -34.4% | +75.0% | -109.4% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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