-40.8%
AAL vs SM
-11.5%
-29.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.8% |
| 7D | +4.6% | -25.9% | +30.5% | +7.6% |
| 30D | +2.6% | -15.1% | +17.7% | +3.8% |
| 3M | -17.8% | +4.9% | -22.6% | -19.5% |
| 6M | +1.9% | +6.1% | -4.3% | -2.2% |
| YTD | -14.0% | +63.4% | -77.5% | -26.6% |
| 1Y | +0.2% | +72.5% | -72.2% | -16.0% |
| 3Y | +13.0% | -16.9% | +29.9% | +6.1% |
| All | -40.8% | -11.5% | -29.2% | -46.7% |
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