-27.8%
AAL vs SBAC
+1,327.8%
-1,355.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | -20.8% | +6.9% | -27.7% | -23.9% |
| 3M | -1.3% | -8.2% | +7.0% | +2.3% |
| 6M | +5.4% | -1.6% | +7.0% | +2.1% |
| YTD | -14.4% | -0.1% | -14.2% | -18.6% |
| 1Y | +2.1% | -0.5% | +2.6% | -3.1% |
| 3Y | -10.6% | -9.1% | -1.5% | -15.7% |
| 5Y | -32.2% | -43.8% | +11.6% | -16.8% |
| 10Y | -62.7% | +80.5% | -143.2% | -83.3% |
| All | -27.8% | +1,327.8% | -1,355.7% | -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