-66.0%
AAL vs SLV
+216.1%
-282.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.3% | +2.5% | -2.8% | -0.7% |
| 30D | -19.0% | +3.3% | -22.3% | -19.5% |
| 3M | -5.1% | -3.6% | -1.5% | -4.8% |
| 6M | +15.5% | -21.8% | +37.3% | +19.3% |
| YTD | -15.8% | -7.8% | -7.9% | -18.1% |
| 1Y | -0.3% | +58.3% | -58.6% | -13.7% |
| 3Y | -7.7% | +182.6% | -190.2% | -30.2% |
| 5Y | -32.5% | +167.8% | -200.3% | -49.3% |
| 10Y | -66.0% | +218.9% | -284.8% | -77.8% |
| All | -66.0% | +216.1% | -282.1% | -77.8% |
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