-65.2%
AAL vs SRE
+124.1%
-189.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -0.9% | -0.7% | -0.3% | -0.6% |
| 30D | -16.0% | -1.7% | -14.2% | -15.6% |
| 3M | -4.2% | -7.1% | +2.8% | -1.5% |
| 6M | +15.7% | -8.4% | +24.0% | +19.4% |
| YTD | -16.2% | -3.5% | -12.7% | -16.0% |
| 1Y | +0.2% | +5.4% | -5.2% | -4.0% |
| 3Y | -8.1% | +29.5% | -37.6% | -23.2% |
| 5Y | -32.2% | +48.3% | -80.5% | -47.7% |
| All | -65.2% | +124.1% | -189.3% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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