-70.8%
AAL vs SNAP
-77.4%
+6.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | -19.0% | +1.9% | -20.9% | -19.4% |
| 3M | -5.1% | -3.9% | -1.2% | -5.1% |
| 6M | +15.5% | +5.2% | +10.2% | +13.1% |
| YTD | -15.8% | -32.7% | +16.9% | -11.7% |
| 1Y | -0.3% | -24.8% | +24.5% | +2.3% |
| 3Y | -7.7% | -42.2% | +34.5% | -5.2% |
| 5Y | -32.5% | -92.7% | +60.2% | -18.7% |
| All | -70.8% | -77.4% | +6.5% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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