+11.8%
AAL vs SN
+440.0%
-428.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.4% |
| 7D | -0.1% | +1.5% | -1.6% | -0.7% |
| 30D | +11.7% | +21.5% | -9.8% | +2.3% |
| 3M | -12.5% | +20.0% | -32.6% | -19.8% |
| 6M | +3.6% | +119.9% | -116.3% | -28.3% |
| YTD | -14.1% | +102.3% | -116.4% | -39.0% |
| 1Y | +0.8% | +148.0% | -147.2% | -34.7% |
| 3Y | +11.8% | +450.0% | -438.2% | -42.2% |
| All | +11.8% | +440.0% | -428.2% | -42.2% |
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 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