-20.6%
AAL vs SMR
+7.6%
-28.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.6% |
| 7D | -1.3% | +13.1% | -14.4% | -2.6% |
| 30D | -13.7% | +17.8% | -31.5% | -15.3% |
| 3M | -8.2% | +8.1% | -16.3% | -9.5% |
| 6M | +13.1% | -11.1% | +24.2% | +12.3% |
| YTD | -15.6% | -23.7% | +8.1% | -15.6% |
| 1Y | +1.4% | -69.4% | +70.8% | +8.3% |
| 3Y | -7.4% | +82.6% | -90.0% | -21.7% |
| All | -20.6% | +7.6% | -28.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling