-20.5%
AAL vs SN
+650.0%
-670.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -4.4% |
| 7D | +2.9% | +1.4% | +1.6% | +2.5% |
| 30D | +6.5% | +16.6% | -10.1% | +0.7% |
| 3M | -10.9% | +18.3% | -29.1% | -16.5% |
| 6M | +4.9% | +103.1% | -98.2% | -19.9% |
| YTD | -13.2% | +96.7% | -109.9% | -33.3% |
| 1Y | -1.1% | +134.3% | -135.5% | -28.6% |
| 3Y | +12.8% | +425.2% | -412.4% | -28.3% |
| All | -20.5% | +650.0% | -670.5% | -49.8% |
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