-65.1%
AAL vs SAN
+329.5%
-394.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -1.3% | -0.5% | -0.8% | -1.0% |
| 30D | -13.7% | -0.1% | -13.7% | -13.8% |
| 3M | -8.2% | +19.6% | -27.8% | -17.9% |
| 6M | +13.1% | +32.7% | -19.6% | -5.3% |
| YTD | -15.6% | +26.7% | -42.3% | -28.0% |
| 1Y | +1.4% | +51.6% | -50.2% | -23.3% |
| 3Y | -7.4% | +348.7% | -356.2% | -67.0% |
| 5Y | -35.9% | +378.7% | -414.7% | -79.1% |
| 10Y | -65.1% | +336.9% | -402.1% | -88.2% |
| All | -65.1% | +329.5% | -394.7% | -88.2% |
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