-27.8%
AAL vs SM
+17.6%
-45.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.7% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -20.8% | +26.3% | -47.1% | -24.2% |
| 3M | -1.3% | +8.7% | -10.0% | -4.1% |
| 6M | +5.4% | +51.7% | -46.3% | -5.2% |
| YTD | -14.4% | +99.0% | -113.4% | -27.2% |
| 1Y | +2.1% | +34.6% | -32.5% | -7.4% |
| 3Y | -10.6% | -7.8% | -2.8% | -15.4% |
| 5Y | -32.2% | +104.8% | -137.0% | -47.0% |
| 10Y | -62.7% | +7.2% | -70.0% | -77.3% |
| All | -27.8% | +17.6% | -45.4% | -78.5% |
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