-65.1%
AAL vs SO
+155.9%
-221.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -13.7% | -2.5% | -11.2% | -13.1% |
| 3M | -8.2% | -4.2% | -4.0% | -7.2% |
| 6M | +13.1% | -7.7% | +20.8% | +15.6% |
| YTD | -15.6% | +3.8% | -19.4% | -17.3% |
| 1Y | +1.4% | +0.1% | +1.4% | +0.4% |
| 3Y | -7.4% | +44.2% | -51.6% | -21.7% |
| 5Y | -35.9% | +57.9% | -93.8% | -48.5% |
| 10Y | -65.1% | +162.0% | -227.1% | -74.2% |
| All | -65.1% | +155.9% | -221.0% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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