-27.6%
AAL vs SBAC
+1,327.7%
-1,355.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +3.0% |
| 7D | +4.6% | +1.2% | +3.4% | +3.9% |
| 30D | +2.6% | +11.2% | -8.6% | -4.0% |
| 3M | -17.8% | +4.5% | -22.2% | -20.5% |
| 6M | +1.9% | -12.2% | +14.0% | +6.9% |
| YTD | -14.0% | -0.1% | -13.9% | -18.9% |
| 1Y | +0.2% | -0.3% | +0.5% | -5.6% |
| 3Y | +13.0% | -8.7% | +21.8% | +5.9% |
| 5Y | -39.6% | -40.2% | +0.6% | -29.1% |
| 10Y | -65.7% | +97.3% | -163.0% | -85.7% |
| All | -27.6% | +1,327.7% | -1,355.2% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling