+34.8%
SMCI vs AAL
-8.3%
+43.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | +18.3% | -16.0% | +34.2% | +25.5% |
| 3M | +27.7% | -4.2% | +32.0% | +27.8% |
| 6M | +17.6% | +15.7% | +1.9% | +11.4% |
| YTD | +27.7% | -16.2% | +43.9% | +32.7% |
| 1Y | -14.9% | +0.2% | -15.1% | -16.6% |
| All | +34.8% | -8.3% | +43.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 3y: compounded portfolio wealth divided by compounded AAL 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…
3y analysis · Full analysis span regression · 6 months rolling