-66.0%
AAL vs SO
+195.2%
-261.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +3.4% | +0.8% | +2.7% | +3.2% |
| 30D | +11.7% | +7.8% | +3.9% | +9.1% |
| 3M | -7.8% | +2.9% | -10.7% | -8.7% |
| 6M | +10.2% | +2.5% | +7.8% | +9.1% |
| YTD | -8.0% | +10.3% | -18.3% | -11.6% |
| 1Y | +8.5% | +6.4% | +2.2% | +5.5% |
| 3Y | +19.5% | +52.8% | -33.3% | -0.9% |
| 5Y | -33.9% | +78.7% | -112.6% | -49.4% |
| 10Y | -66.0% | +196.3% | -262.3% | -75.0% |
| All | -66.0% | +195.2% | -261.2% | -75.0% |
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