-27.8%
AAL vs SAP
+601.4%
-629.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.8% |
| 7D | -3.7% | -2.9% | -0.8% | -1.9% |
| 30D | -20.8% | +9.0% | -29.8% | -25.6% |
| 3M | -1.3% | +14.9% | -16.2% | -11.6% |
| 6M | +5.4% | +11.9% | -6.5% | -5.8% |
| YTD | -14.4% | -9.9% | -4.4% | -12.5% |
| 1Y | +2.1% | -19.5% | +21.6% | +12.3% |
| 3Y | -10.6% | +61.8% | -72.4% | -42.1% |
| 5Y | -32.2% | +56.2% | -88.4% | -55.9% |
| 10Y | -62.7% | +180.6% | -243.3% | -85.6% |
| All | -27.8% | +601.4% | -629.2% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling