-32.6%
AAL vs SU
+348.9%
-381.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | -12.9% | +8.4% | -21.3% | -13.9% |
| 3M | -11.2% | +12.1% | -23.3% | -13.0% |
| 6M | +17.8% | +19.7% | -1.8% | +12.4% |
| YTD | -15.1% | +58.4% | -73.5% | -24.8% |
| 1Y | +0.5% | +67.2% | -66.8% | -12.5% |
| 3Y | -7.7% | +125.0% | -132.7% | -26.3% |
| All | -32.6% | +348.9% | -381.6% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling