-22.2%
AAL vs SM
-6.1%
-16.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.7% | +10.2% | +7.9% |
| 7D | +8.3% | -22.3% | +30.5% | +12.5% |
| 30D | +11.0% | -21.4% | +32.3% | +14.7% |
| 3M | -11.2% | +1.4% | -12.5% | -12.7% |
| 6M | +6.1% | +0.1% | +6.0% | +2.8% |
| YTD | -7.6% | +59.0% | -66.6% | -19.3% |
| 1Y | +3.7% | +64.3% | -60.6% | -10.2% |
| 3Y | +20.5% | -13.1% | +33.6% | +14.1% |
| 5Y | -36.4% | -13.9% | -22.5% | -42.4% |
| 10Y | -65.4% | +1.7% | -67.1% | -78.9% |
| All | -22.2% | -6.1% | -16.1% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling