+15.4%
SOFI vs AAL
-32.1%
+47.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.5% |
| 30D | -3.5% | -12.9% | +9.4% | +4.4% |
| 3M | +3.9% | -11.2% | +15.1% | +10.5% |
| 6M | -6.5% | +17.8% | -24.4% | -16.7% |
| YTD | -33.8% | -15.1% | -18.7% | -29.5% |
| 1Y | -33.3% | +0.5% | -33.7% | -36.3% |
| 3Y | +94.6% | -7.7% | +102.3% | +75.9% |
| All | +15.4% | -32.1% | +47.5% | +19.1% |
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