-27.8%
AAL vs SRE
+631.2%
-659.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.7% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -20.8% | -0.7% | -20.1% | -20.9% |
| 3M | -1.3% | -6.3% | +5.0% | +2.2% |
| 6M | +5.4% | -10.7% | +16.0% | +12.2% |
| YTD | -14.4% | -3.5% | -10.9% | -14.2% |
| 1Y | +2.1% | +5.3% | -3.2% | -4.1% |
| 3Y | -10.6% | +31.8% | -42.3% | -32.0% |
| 5Y | -32.2% | +47.4% | -79.6% | -53.8% |
| 10Y | -62.7% | +120.6% | -183.3% | -83.5% |
| All | -27.8% | +631.2% | -659.0% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling