-40.8%
AAL vs SO
+75.0%
-115.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +4.6% | -1.5% | +6.1% | +4.8% |
| 30D | +2.6% | +8.1% | -5.5% | +1.8% |
| 3M | -17.8% | +0.2% | -18.0% | -17.8% |
| 6M | +1.9% | +0.4% | +1.5% | +1.7% |
| YTD | -14.0% | +8.5% | -22.5% | -15.2% |
| 1Y | +0.2% | +4.9% | -4.7% | -0.6% |
| 3Y | +13.0% | +47.9% | -34.9% | +1.4% |
| All | -40.8% | +75.0% | -115.8% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling