+19.7%
AAL vs SRE
+22.5%
-2.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +3.4% | -5.6% | +9.1% | +5.6% |
| 30D | +11.7% | -4.5% | +16.2% | +13.5% |
| 3M | -7.8% | -7.7% | -0.1% | -5.5% |
| 6M | +10.2% | -14.4% | +24.7% | +15.9% |
| YTD | -8.0% | -9.4% | +1.4% | -6.0% |
| 1Y | +8.5% | -13.8% | +22.4% | +13.3% |
| All | +19.7% | +22.5% | -2.8% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling