-65.2%
AAL vs SYF
+263.6%
-328.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.5% |
| 7D | -0.3% | +2.6% | -2.9% | -2.2% |
| 30D | -19.0% | 0.0% | -19.0% | -19.1% |
| 3M | -5.1% | +11.9% | -17.0% | -12.4% |
| 6M | +15.5% | +18.9% | -3.4% | +2.1% |
| YTD | -15.8% | -4.6% | -11.2% | -13.2% |
| 1Y | -0.3% | +6.4% | -6.7% | -5.1% |
| 3Y | -7.7% | +167.2% | -174.8% | -55.8% |
| 5Y | -32.5% | +92.3% | -124.9% | -60.5% |
| All | -65.2% | +263.6% | -328.8% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling