-22.5%
AAL vs SBAC
+1,342.8%
-1,365.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.7% |
| 7D | +10.1% | +3.6% | +6.4% | +7.9% |
| 30D | +10.6% | +4.9% | +5.7% | +7.3% |
| 3M | -5.9% | +6.5% | -12.4% | -10.0% |
| 6M | +5.7% | -11.1% | +16.8% | +10.2% |
| YTD | -8.0% | +0.9% | -8.9% | -13.7% |
| 1Y | +6.0% | -1.6% | +7.6% | +0.7% |
| 3Y | +19.6% | -7.0% | +26.6% | +10.8% |
| 5Y | -34.6% | -39.2% | +4.6% | -23.9% |
| 10Y | -65.5% | +111.4% | -176.9% | -86.3% |
| All | -22.5% | +1,342.8% | -1,365.3% | -91.9% |
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