-65.4%
AAL vs SO
+184.0%
-249.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.0% |
| 7D | +8.3% | -1.1% | +9.4% | +8.6% |
| 30D | +11.0% | +8.6% | +2.4% | +8.1% |
| 3M | -11.2% | +1.8% | -12.9% | -11.7% |
| 6M | +6.1% | +3.6% | +2.4% | +4.5% |
| YTD | -7.6% | +9.9% | -17.6% | -11.2% |
| 1Y | +3.7% | +5.7% | -2.0% | +1.1% |
| 3Y | +20.5% | +52.5% | -32.0% | +0.1% |
| 5Y | -36.4% | +77.3% | -113.7% | -51.1% |
| 10Y | -65.4% | +186.8% | -252.2% | -74.5% |
| All | -65.4% | +184.0% | -249.4% | -74.5% |
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