-32.8%
AAL vs SM
+107.8%
-140.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | +26.3% | -47.1% | -23.4% |
| 3M | -1.3% | +8.7% | -10.0% | -3.2% |
| 6M | +5.4% | +51.7% | -46.3% | -4.8% |
| YTD | -14.4% | +99.0% | -113.4% | -27.6% |
| 1Y | +2.1% | +34.6% | -32.5% | -6.3% |
| 3Y | -10.6% | -7.8% | -2.8% | -15.7% |
| All | -32.8% | +107.8% | -140.6% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling