+96.2%
SMH vs AAL
-2.5%
+98.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | +2.5% | -3.7% | +6.3% | +3.6% |
| 30D | -0.5% | -20.8% | +20.3% | +6.3% |
| 3M | -9.6% | -1.3% | -8.4% | -9.8% |
| 6M | +42.1% | +5.4% | +36.7% | +36.8% |
| YTD | +57.4% | -14.4% | +71.8% | +57.7% |
| 1Y | +96.2% | +2.1% | +94.1% | +86.8% |
| All | +96.2% | -2.5% | +98.7% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling