-27.8%
AAL vs SUI
+1,138.7%
-1,166.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.5% |
| 7D | -3.7% | -2.8% | -0.9% | -1.8% |
| 30D | -20.8% | -1.2% | -19.6% | -20.2% |
| 3M | -1.3% | -1.7% | +0.5% | -0.8% |
| 6M | +5.4% | -10.5% | +15.8% | +13.2% |
| YTD | -14.4% | -1.8% | -12.5% | -14.2% |
| 1Y | +2.1% | -4.1% | +6.2% | +3.6% |
| 3Y | -10.6% | +11.3% | -21.8% | -22.2% |
| 5Y | -32.2% | -32.1% | -0.1% | -17.4% |
| 10Y | -62.7% | +110.4% | -173.2% | -84.2% |
| All | -27.8% | +1,138.7% | -1,166.5% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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