-68.6%
AAL vs SAN
+270.1%
-338.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.5% |
| 7D | -0.1% | +4.0% | -4.1% | -2.4% |
| 30D | +11.7% | -7.8% | +19.5% | +17.5% |
| 3M | -12.5% | -16.4% | +3.8% | -2.3% |
| 6M | +3.6% | +3.5% | +0.1% | +1.2% |
| YTD | -14.1% | +6.7% | -20.8% | -18.5% |
| 1Y | +0.8% | +14.5% | -13.7% | -8.8% |
| 3Y | +11.8% | +243.5% | -231.7% | -53.2% |
| 5Y | -35.1% | +296.2% | -331.3% | -76.3% |
| All | -68.6% | +270.1% | -338.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling