-61.4%
AAL vs SYF
+305.8%
-367.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.9% |
| 7D | +8.3% | -4.3% | +12.5% | +11.6% |
| 30D | +11.0% | +1.0% | +9.9% | +10.3% |
| 3M | -11.2% | -6.4% | -4.8% | -7.1% |
| 6M | +6.1% | +1.0% | +5.1% | +5.2% |
| YTD | -7.6% | -10.7% | +3.1% | -0.4% |
| 1Y | +3.7% | +1.8% | +2.0% | +2.0% |
| 3Y | +20.5% | +165.8% | -145.3% | -41.0% |
| 5Y | -36.4% | +65.9% | -102.3% | -58.0% |
| 10Y | -65.4% | +206.0% | -271.4% | -86.5% |
| All | -61.4% | +305.8% | -367.2% | -86.4% |
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