-68.6%
AAL vs SRE
+127.7%
-196.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -0.1% | +1.8% | -1.8% | -0.9% |
| 30D | +11.7% | -3.0% | +14.7% | +13.2% |
| 3M | -12.5% | -7.3% | -5.3% | -9.8% |
| 6M | +3.6% | -11.9% | +15.5% | +9.1% |
| YTD | -14.1% | -7.9% | -6.2% | -12.1% |
| 1Y | +0.8% | -11.1% | +11.9% | +5.0% |
| 3Y | +11.8% | +24.8% | -13.0% | -5.2% |
| 5Y | -35.1% | +52.4% | -87.5% | -51.0% |
| All | -68.6% | +127.7% | -196.3% | -77.8% |
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