+1.4%
AAL vs SAN
+53.7%
-52.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -13.7% | -0.1% | -13.7% | -13.8% |
| 3M | -8.2% | +19.6% | -27.8% | -17.5% |
| 6M | +13.1% | +32.7% | -19.6% | -3.2% |
| YTD | -15.6% | +26.7% | -42.3% | -26.7% |
| 1Y | +1.4% | +51.6% | -50.2% | -12.8% |
| All | +1.4% | +53.7% | -52.3% | -12.8% |
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 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