-7.7%
AAL vs SMTC
+556.3%
-563.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.6% | -3.3% |
| 7D | -0.3% | +22.9% | -23.3% | -3.8% |
| 30D | -19.0% | +16.6% | -35.6% | -21.6% |
| 3M | -5.1% | +2.4% | -7.5% | -7.3% |
| 6M | +15.5% | +98.3% | -82.8% | -1.7% |
| YTD | -15.8% | +120.7% | -136.5% | -29.9% |
| 1Y | -0.3% | +168.3% | -168.6% | -20.6% |
| 3Y | -7.7% | +571.7% | -579.4% | -46.7% |
| All | -7.7% | +556.3% | -563.9% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling