-6.2%
AAL vs SAP
+60.5%
-66.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -3.7% | -2.9% | -0.8% | -2.7% |
| 30D | -20.8% | +9.0% | -29.8% | -23.6% |
| 3M | -1.3% | +14.9% | -16.2% | -7.2% |
| 6M | +5.4% | +11.9% | -6.5% | -0.4% |
| YTD | -14.4% | -9.9% | -4.4% | -11.4% |
| 1Y | +2.1% | -19.5% | +21.6% | +11.4% |
| All | -6.2% | +60.5% | -66.7% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling