-6.2%
AAL vs SM
-6.8%
+0.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | +26.3% | -47.1% | -21.7% |
| 3M | -1.3% | +8.7% | -10.0% | -1.5% |
| 6M | +5.4% | +51.7% | -46.3% | -2.3% |
| YTD | -14.4% | +99.0% | -113.4% | -26.0% |
| 1Y | +2.1% | +34.6% | -32.5% | -2.7% |
| All | -6.2% | -6.8% | +0.6% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling