+8.5%
AAL vs SMTC
+66.6%
-58.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -1.1% |
| 7D | +3.4% | +12.9% | -9.4% | +1.9% |
| 30D | +11.7% | -25.6% | +37.3% | +14.1% |
| 3M | -7.8% | -4.5% | -3.2% | -9.6% |
| 6M | +10.2% | -8.3% | +18.5% | +5.4% |
| YTD | -8.0% | +69.9% | -78.0% | -25.9% |
| 1Y | +8.5% | +73.9% | -65.4% | -13.8% |
| All | +8.5% | +66.6% | -58.1% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling