-32.5%
AAL vs SAP
+56.2%
-88.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -19.0% | +2.6% | -21.6% | -20.3% |
| 3M | -5.1% | +16.3% | -21.3% | -13.0% |
| 6M | +15.5% | +6.4% | +9.1% | +10.0% |
| YTD | -15.8% | -11.4% | -4.4% | -12.1% |
| 1Y | -0.3% | -20.4% | +20.1% | +10.6% |
| 3Y | -7.7% | +56.5% | -64.2% | -36.1% |
| 5Y | -32.5% | +56.8% | -89.3% | -61.0% |
| All | -32.5% | +56.2% | -88.7% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling