-22.5%
AAL vs SLB
+85.8%
-108.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +10.1% | -4.3% | +14.3% | +12.2% |
| 30D | +10.6% | +1.9% | +8.6% | +9.2% |
| 3M | -5.9% | -5.7% | -0.2% | -4.4% |
| 6M | +5.7% | -5.3% | +11.0% | +5.8% |
| YTD | -8.0% | +32.2% | -40.1% | -21.8% |
| 1Y | +6.0% | +38.5% | -32.5% | -12.3% |
| 3Y | +19.6% | +1.1% | +18.4% | +11.1% |
| 5Y | -34.6% | +70.3% | -104.8% | -56.3% |
| 10Y | -65.5% | -17.3% | -48.2% | -72.2% |
| All | -22.5% | +85.8% | -108.3% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling