-21.1%
AAL vs SMR
+1.6%
-22.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.2% |
| 7D | -0.9% | +4.7% | -5.6% | -1.5% |
| 30D | -16.0% | +3.2% | -19.2% | -16.4% |
| 3M | -4.2% | +9.9% | -14.2% | -5.8% |
| 6M | +15.7% | -15.1% | +30.8% | +15.4% |
| YTD | -16.2% | -27.9% | +11.8% | -15.7% |
| 1Y | +0.2% | -70.2% | +70.5% | +7.4% |
| 3Y | -8.1% | +72.5% | -80.5% | -21.8% |
| All | -21.1% | +1.6% | -22.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SMR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling