-27.8%
AAL vs SAN
+273.4%
-301.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -3.7% | +1.8% | -5.5% | -4.8% |
| 30D | -20.8% | +2.0% | -22.8% | -21.8% |
| 3M | -1.3% | +19.7% | -21.0% | -11.8% |
| 6M | +5.4% | +30.6% | -25.3% | -10.8% |
| YTD | -14.4% | +28.8% | -43.2% | -27.6% |
| 1Y | +2.1% | +57.8% | -55.7% | -24.7% |
| 3Y | -10.6% | +338.1% | -348.7% | -67.1% |
| 5Y | -32.2% | +384.2% | -416.4% | -77.5% |
| 10Y | -62.7% | +353.1% | -415.9% | -87.9% |
| All | -27.8% | +273.4% | -301.2% | -81.8% |
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 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