-65.1%
AAL vs SAP
+175.9%
-241.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -13.7% | +0.3% | -14.0% | -14.1% |
| 3M | -8.2% | +16.9% | -25.1% | -17.0% |
| 6M | +13.1% | +6.3% | +6.8% | +6.6% |
| YTD | -15.6% | -12.4% | -3.2% | -11.9% |
| 1Y | +1.4% | -21.6% | +23.0% | +12.9% |
| 3Y | -7.4% | +54.8% | -62.2% | -34.9% |
| 5Y | -35.9% | +56.2% | -92.1% | -56.6% |
| 10Y | -65.1% | +179.0% | -244.2% | -84.7% |
| All | -65.1% | +175.9% | -241.0% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling