-19.2%
AAL vs SMR
-53.6%
+34.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.7% |
| 7D | -0.1% | -8.3% | +8.2% | +0.8% |
| 30D | +11.7% | -20.1% | +31.8% | +14.0% |
| 3M | -12.5% | -52.7% | +40.1% | -6.6% |
| 6M | +3.6% | -61.0% | +64.7% | +11.8% |
| YTD | -14.1% | -67.1% | +53.0% | -7.2% |
| 1Y | +0.8% | -79.9% | +80.6% | +13.1% |
| 3Y | +11.8% | +101.7% | -89.9% | -10.7% |
| All | -19.2% | -53.6% | +34.5% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling