-61.6%
AAL vs SYF
+297.3%
-358.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +1.1% |
| 7D | +10.1% | -4.2% | +14.3% | +13.4% |
| 30D | +10.6% | -1.1% | +11.6% | +11.5% |
| 3M | -5.9% | -7.9% | +1.9% | -0.6% |
| 6M | +5.7% | -1.1% | +6.8% | +6.4% |
| YTD | -8.0% | -12.6% | +4.6% | +0.7% |
| 1Y | +6.0% | -2.4% | +8.4% | +7.4% |
| 3Y | +19.6% | +156.6% | -137.1% | -40.0% |
| 5Y | -34.6% | +61.9% | -96.5% | -56.0% |
| 10Y | -65.5% | +186.5% | -251.9% | -86.0% |
| All | -61.6% | +297.3% | -358.9% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling