-27.6%
AAL vs SO
+550.3%
-577.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.5% |
| 7D | +4.6% | -1.5% | +6.1% | +5.4% |
| 30D | +2.6% | +8.1% | -5.5% | -1.8% |
| 3M | -17.8% | +0.2% | -18.0% | -18.0% |
| 6M | +1.9% | +0.4% | +1.5% | +0.9% |
| YTD | -14.0% | +8.5% | -22.5% | -19.1% |
| 1Y | +0.2% | +4.9% | -4.7% | -4.0% |
| 3Y | +13.0% | +47.9% | -34.9% | -14.7% |
| 5Y | -39.6% | +75.7% | -115.3% | -60.4% |
| 10Y | -65.7% | +178.0% | -243.7% | -85.2% |
| All | -27.6% | +550.3% | -577.8% | -87.4% |
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