+13.0%
AAL vs SBAC
-10.4%
+23.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.0% |
| 7D | +4.6% | +1.2% | +3.4% | +4.5% |
| 30D | +2.6% | +11.2% | -8.6% | +2.1% |
| 3M | -17.8% | +4.5% | -22.2% | -18.0% |
| 6M | +1.9% | -12.2% | +14.0% | +2.6% |
| YTD | -14.0% | -0.1% | -13.9% | -13.7% |
| 1Y | +0.2% | -0.3% | +0.5% | +0.6% |
| 3Y | +13.0% | -8.7% | +21.8% | +15.5% |
| All | +13.0% | -10.4% | +23.4% | +15.5% |
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