-65.4%
AAL vs SAP
+228.4%
-293.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.5% |
| 7D | +8.3% | +1.6% | +6.6% | +7.2% |
| 30D | +11.0% | +10.5% | +0.4% | +4.9% |
| 3M | -11.2% | +15.2% | -26.3% | -18.3% |
| 6M | +6.1% | +36.7% | -30.6% | -13.2% |
| YTD | -7.6% | -0.6% | -7.1% | -10.4% |
| 1Y | +3.7% | -4.1% | +7.9% | +3.0% |
| 3Y | +20.5% | +73.2% | -52.7% | -20.4% |
| 5Y | -36.4% | +74.1% | -110.5% | -59.3% |
| 10Y | -65.4% | +222.9% | -288.4% | -85.7% |
| All | -65.4% | +228.4% | -293.8% | -85.7% |
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