+13.0%
AAL vs SN
+397.9%
-384.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.7% | +0.7% |
| 7D | +4.6% | +7.2% | -2.6% | +1.4% |
| 30D | +2.6% | +20.4% | -17.8% | -5.7% |
| 3M | -17.8% | +23.9% | -41.7% | -25.8% |
| 6M | +1.9% | +93.0% | -91.2% | -25.2% |
| YTD | -14.0% | +99.2% | -113.3% | -38.3% |
| 1Y | +0.2% | +142.6% | -142.4% | -34.1% |
| 3Y | +13.0% | +398.8% | -385.8% | -39.6% |
| All | +13.0% | +397.9% | -384.9% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling