-33.9%
AAL vs SRE
+47.5%
-81.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +3.4% | -5.6% | +9.1% | +6.0% |
| 30D | +11.7% | -4.5% | +16.2% | +13.8% |
| 3M | -7.8% | -7.7% | -0.1% | -5.1% |
| 6M | +10.2% | -14.4% | +24.7% | +16.8% |
| YTD | -8.0% | -9.4% | +1.4% | -5.6% |
| 1Y | +8.5% | -13.8% | +22.4% | +14.1% |
| 3Y | +19.5% | +22.2% | -2.7% | +0.9% |
| 5Y | -33.9% | +50.5% | -84.4% | -54.2% |
| All | -33.9% | +47.5% | -81.4% | -54.2% |
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