-27.8%
AAL vs SLB
+114.2%
-142.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.7% | +0.8% | -4.6% | -4.2% |
| 30D | -20.8% | +15.8% | -36.6% | -26.2% |
| 3M | -1.3% | -0.3% | -0.9% | -2.5% |
| 6M | +5.4% | +21.3% | -16.0% | -5.4% |
| YTD | -14.4% | +52.3% | -66.7% | -31.2% |
| 1Y | +2.1% | +63.6% | -61.5% | -21.1% |
| 3Y | -10.6% | +3.8% | -14.3% | -17.6% |
| 5Y | -32.2% | +128.6% | -160.9% | -60.5% |
| 10Y | -62.7% | -3.1% | -59.6% | -71.8% |
| All | -27.8% | +114.2% | -142.0% | -60.6% |
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