-35.9%
AAL vs SRE
+48.6%
-84.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -1.3% | +1.5% | -2.8% | -1.9% |
| 30D | -13.7% | +0.8% | -14.6% | -14.3% |
| 3M | -8.2% | -5.8% | -2.4% | -6.4% |
| 6M | +13.1% | -7.8% | +20.9% | +16.0% |
| YTD | -15.6% | -2.4% | -13.2% | -15.9% |
| 1Y | +1.4% | +8.9% | -7.5% | -3.9% |
| 3Y | -7.4% | +31.1% | -38.5% | -23.1% |
| 5Y | -35.9% | +48.6% | -84.6% | -49.3% |
| All | -35.9% | +48.6% | -84.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling