-27.8%
AAL vs SO
+520.5%
-548.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.6% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | -20.8% | -4.6% | -16.2% | -18.8% |
| 3M | -1.3% | -3.0% | +1.8% | 0.0% |
| 6M | +5.4% | -8.3% | +13.6% | +9.7% |
| YTD | -14.4% | +3.5% | -17.9% | -17.2% |
| 1Y | +2.1% | -0.9% | +3.0% | +0.9% |
| 3Y | -10.6% | +45.4% | -55.9% | -32.1% |
| 5Y | -32.2% | +59.6% | -91.8% | -52.9% |
| 10Y | -62.7% | +156.6% | -219.3% | -83.0% |
| All | -27.8% | +520.5% | -548.3% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling