-15.5%
AAL vs SN
+681.9%
-697.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +6.3% |
| 7D | +8.3% | +7.6% | +0.6% | +5.4% |
| 30D | +11.0% | +24.1% | -13.1% | +2.4% |
| 3M | -11.2% | +23.7% | -34.9% | -18.2% |
| 6M | +6.1% | +105.5% | -99.5% | -19.4% |
| YTD | -7.6% | +105.1% | -112.7% | -30.2% |
| 1Y | +3.7% | +148.3% | -144.5% | -26.7% |
| 3Y | +20.5% | +438.7% | -418.2% | -24.6% |
| All | -15.5% | +681.9% | -697.4% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling