-35.2%
AAL vs SMTC
+26.3%
-61.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.2% |
| 7D | -0.1% | +11.0% | -11.1% | -2.2% |
| 30D | +11.7% | -28.5% | +40.2% | +17.5% |
| 3M | -12.5% | -14.2% | +1.7% | -13.0% |
| 6M | +3.6% | -18.0% | +21.6% | +1.2% |
| YTD | -14.1% | +55.5% | -69.6% | -29.3% |
| 1Y | +0.8% | +69.5% | -68.8% | -19.0% |
| 3Y | +11.8% | +699.7% | -687.9% | -52.0% |
| All | -35.2% | +26.3% | -61.5% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling