-65.1%
AAL vs SMTC
+504.7%
-569.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -1.3% | +22.5% | -23.8% | -6.8% |
| 30D | -13.7% | +24.9% | -38.6% | -19.8% |
| 3M | -8.2% | +4.1% | -12.2% | -12.4% |
| 6M | +13.1% | +92.6% | -79.4% | -12.0% |
| YTD | -15.6% | +122.5% | -138.1% | -37.4% |
| 1Y | +1.4% | +166.2% | -164.8% | -29.8% |
| 3Y | -7.4% | +577.2% | -584.6% | -61.5% |
| 5Y | -35.9% | +119.0% | -154.9% | -60.2% |
| 10Y | -65.1% | +527.9% | -593.0% | -84.8% |
| All | -65.1% | +504.7% | -569.8% | -84.8% |
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