-68.6%
AAL vs SM
+18.0%
-86.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.1% | +9.4% | -9.5% | -1.6% |
| 30D | +11.7% | -14.4% | +26.1% | +13.7% |
| 3M | -12.5% | +1.6% | -14.1% | -14.0% |
| 6M | +3.6% | +6.3% | -2.7% | -0.6% |
| YTD | -14.1% | +78.8% | -92.9% | -26.6% |
| 1Y | +0.8% | +83.1% | -82.4% | -14.5% |
| 3Y | +11.8% | -5.9% | +17.7% | +4.3% |
| 5Y | -35.1% | +4.8% | -39.9% | -43.3% |
| All | -68.6% | +18.0% | -86.6% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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