+6.0%
AAL vs SAN
+22.7%
-16.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | +10.1% | +10.8% | -0.7% | +2.9% |
| 30D | +10.6% | -5.7% | +16.3% | +14.6% |
| 3M | -5.9% | -13.4% | +7.5% | +3.0% |
| 6M | +5.7% | +3.5% | +2.1% | +2.6% |
| YTD | -8.0% | +9.7% | -17.7% | -15.5% |
| 1Y | +6.0% | +20.9% | -14.9% | -9.2% |
| All | +6.0% | +22.7% | -16.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling