-68.6%
AAL vs SLV
+172.6%
-241.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -0.1% | -5.8% | +5.8% | +1.0% |
| 30D | +11.7% | -12.1% | +23.8% | +14.2% |
| 3M | -12.5% | -24.1% | +11.6% | -8.4% |
| 6M | +3.6% | -44.4% | +48.0% | +13.8% |
| YTD | -14.1% | -31.5% | +17.4% | -12.3% |
| 1Y | +0.8% | -6.9% | +7.7% | -3.8% |
| 3Y | +11.8% | +116.0% | -104.2% | -12.5% |
| 5Y | -35.1% | +88.4% | -123.5% | -48.5% |
| All | -68.6% | +172.6% | -241.2% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling