-27.6%
AAL vs SAN
+197.2%
-224.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +3.4% |
| 7D | +4.6% | +4.9% | -0.3% | +1.5% |
| 30D | +2.6% | -13.0% | +15.6% | +11.7% |
| 3M | -17.8% | -18.9% | +1.1% | -6.6% |
| 6M | +1.9% | -4.1% | +6.0% | +4.4% |
| YTD | -14.0% | +2.6% | -16.6% | -16.4% |
| 1Y | +0.2% | +16.9% | -16.7% | -10.5% |
| 3Y | +13.0% | +239.1% | -226.0% | -51.2% |
| 5Y | -39.6% | +266.8% | -306.4% | -76.0% |
| 10Y | -65.7% | +246.0% | -311.7% | -86.8% |
| All | -27.6% | +197.2% | -224.8% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling