-15.8%
AAL vs SN
+671.7%
-687.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.2% |
| 7D | +10.1% | +7.6% | +2.5% | +7.2% |
| 30D | +10.6% | +22.4% | -11.9% | +2.6% |
| 3M | -5.9% | +21.7% | -27.6% | -12.9% |
| 6M | +5.7% | +102.8% | -97.1% | -19.3% |
| YTD | -8.0% | +102.4% | -110.4% | -30.1% |
| 1Y | +6.0% | +139.0% | -133.0% | -24.1% |
| 3Y | +19.6% | +440.4% | -420.8% | -24.9% |
| All | -15.8% | +671.7% | -687.4% | -47.4% |
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