+3,651.3%
SMH vs AAL
-33.8%
+3,685.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | +2.5% | -3.7% | +6.3% | +3.2% |
| 30D | -0.5% | -20.8% | +20.3% | +3.7% |
| 3M | -9.6% | -1.3% | -8.4% | -9.7% |
| 6M | +42.1% | +5.4% | +36.7% | +40.0% |
| YTD | +57.4% | -14.4% | +71.8% | +60.4% |
| 1Y | +96.2% | +2.1% | +94.1% | +93.1% |
| 3Y | +267.9% | -10.6% | +278.5% | +260.9% |
| 5Y | +327.7% | -32.2% | +359.9% | +332.9% |
| 10Y | +1,764.6% | -62.7% | +1,827.4% | +1,787.2% |
| All | +3,651.3% | -33.8% | +3,685.1% | +2,582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling