-66.0%
AAL vs SM
+12.3%
-78.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.3% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | -19.0% | +31.5% | -50.5% | -22.9% |
| 3M | -5.1% | +17.3% | -22.4% | -8.9% |
| 6M | +15.5% | +48.5% | -33.0% | +4.4% |
| YTD | -15.8% | +106.3% | -122.0% | -28.8% |
| 1Y | -0.3% | +47.3% | -47.6% | -11.0% |
| 3Y | -7.7% | -1.4% | -6.2% | -13.7% |
| 5Y | -32.5% | +114.0% | -146.6% | -47.6% |
| 10Y | -66.0% | +12.5% | -78.5% | -81.4% |
| All | -66.0% | +12.3% | -78.3% | -81.4% |
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