-22.5%
AAL vs SMTC
+694.5%
-717.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -3.7% |
| 7D | +3.4% | +12.9% | -9.4% | -1.9% |
| 30D | +11.7% | -25.6% | +37.3% | +20.2% |
| 3M | -7.8% | -4.5% | -3.2% | -12.7% |
| 6M | +10.2% | -8.3% | +18.5% | +0.6% |
| YTD | -8.0% | +69.9% | -78.0% | -36.2% |
| 1Y | +8.5% | +73.9% | -65.4% | -26.0% |
| 3Y | +19.5% | +757.7% | -738.2% | -69.3% |
| 5Y | -33.9% | +38.7% | -72.6% | -62.6% |
| 10Y | -66.0% | +376.1% | -442.1% | -91.7% |
| All | -22.5% | +694.5% | -717.0% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling