-6.2%
AAL vs SAN
+358.9%
-365.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -3.7% | +1.8% | -5.5% | -4.7% |
| 30D | -20.8% | +2.0% | -22.8% | -21.7% |
| 3M | -1.3% | +19.7% | -21.0% | -10.2% |
| 6M | +5.4% | +30.6% | -25.3% | -8.1% |
| YTD | -14.4% | +28.8% | -43.2% | -25.4% |
| 1Y | +2.1% | +57.8% | -55.7% | -19.7% |
| All | -6.2% | +358.9% | -365.1% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling