-65.5%
AAL vs SAN
+255.1%
-320.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | +10.1% | +10.8% | -0.7% | +3.1% |
| 30D | +10.6% | -5.7% | +16.3% | +14.6% |
| 3M | -5.9% | -13.4% | +7.5% | +2.7% |
| 6M | +5.7% | +3.5% | +2.1% | +3.2% |
| YTD | -8.0% | +9.7% | -17.7% | -14.3% |
| 1Y | +6.0% | +20.9% | -14.9% | -7.4% |
| 3Y | +19.6% | +254.3% | -234.7% | -50.8% |
| 5Y | -34.6% | +304.2% | -338.8% | -76.3% |
| 10Y | -65.5% | +260.2% | -325.7% | -86.8% |
| All | -65.5% | +255.1% | -320.6% | -86.8% |
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