-21.4%
AAL vs SN
+671.3%
-692.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.1% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | +11.7% | +21.5% | -9.8% | +3.9% |
| 3M | -12.5% | +20.0% | -32.6% | -18.6% |
| 6M | +3.6% | +119.9% | -116.3% | -23.1% |
| YTD | -14.1% | +102.3% | -116.4% | -34.8% |
| 1Y | +0.8% | +148.0% | -147.2% | -28.7% |
| 3Y | +11.8% | +450.0% | -438.2% | -29.8% |
| All | -21.4% | +671.3% | -692.7% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling