+2.1%
AAL vs SN
+46.4%
-44.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.7% |
| 7D | -3.7% | -9.3% | +5.6% | +0.7% |
| 30D | -20.8% | -4.8% | -16.0% | -19.1% |
| 3M | -1.3% | +40.4% | -41.7% | -16.7% |
| 6M | +5.4% | +50.9% | -45.6% | -15.1% |
| YTD | -14.4% | +54.9% | -69.3% | -31.8% |
| 1Y | +2.1% | +43.0% | -40.9% | -23.2% |
| All | +2.1% | +46.4% | -44.3% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling