-8.8%
AAL vs SU
+120.3%
-129.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.9% | +1.7% | -2.6% | -0.9% |
| 30D | -16.0% | +9.6% | -25.6% | -15.9% |
| 3M | -4.2% | +11.7% | -16.0% | -3.9% |
| 6M | +15.7% | +21.9% | -6.3% | +12.4% |
| YTD | -16.2% | +58.6% | -74.8% | -24.2% |
| 1Y | +0.2% | +66.5% | -66.3% | -11.0% |
| All | -8.8% | +120.3% | -129.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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