-66.0%
AAL vs SMTC
+382.5%
-448.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -2.7% |
| 7D | +3.4% | +12.9% | -9.4% | -0.3% |
| 30D | +11.7% | -25.6% | +37.3% | +17.9% |
| 3M | -7.8% | -4.5% | -3.2% | -11.1% |
| 6M | +10.2% | -8.3% | +18.5% | +3.7% |
| YTD | -8.0% | +69.9% | -78.0% | -29.2% |
| 1Y | +8.5% | +73.9% | -65.4% | -17.5% |
| 3Y | +19.5% | +757.7% | -738.2% | -56.3% |
| 5Y | -33.9% | +38.7% | -72.6% | -54.0% |
| 10Y | -66.0% | +376.1% | -442.1% | -83.4% |
| All | -66.0% | +382.5% | -448.6% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling