-7.7%
AAL vs SBAC
-9.5%
+1.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -19.0% | +3.2% | -22.2% | -19.2% |
| 3M | -5.1% | -5.1% | 0.0% | -4.7% |
| 6M | +15.5% | -2.1% | +17.6% | +16.1% |
| YTD | -15.8% | -0.5% | -15.3% | -15.6% |
| 1Y | -0.3% | +1.1% | -1.4% | -0.3% |
| 3Y | -7.7% | -7.4% | -0.2% | -7.0% |
| All | -7.7% | -9.5% | +1.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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