+327.2%
SMH vs AAL
-32.1%
+359.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | -2.8% | -12.9% | +10.1% | +2.0% |
| 3M | -6.7% | -11.2% | +4.5% | -3.5% |
| 6M | +41.8% | +17.8% | +23.9% | +31.8% |
| YTD | +57.9% | -15.1% | +73.0% | +63.3% |
| 1Y | +87.6% | +0.5% | +87.2% | +81.1% |
| 3Y | +282.9% | -7.7% | +290.6% | +249.0% |
| All | +327.2% | -32.1% | +359.3% | +312.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling