-68.0%
AAL vs SNAP
-79.0%
+10.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +7.1% |
| 7D | +8.3% | -7.3% | +15.6% | +9.6% |
| 30D | +11.0% | -18.9% | +29.9% | +14.7% |
| 3M | -11.2% | -5.3% | -5.9% | -10.8% |
| 6M | +6.1% | -16.9% | +23.0% | +8.2% |
| YTD | -7.6% | -37.4% | +29.8% | -2.2% |
| 1Y | +3.7% | -38.5% | +42.2% | +10.0% |
| 3Y | +20.5% | -55.1% | +75.6% | +28.1% |
| 5Y | -36.4% | -90.8% | +54.4% | -24.6% |
| All | -68.0% | -79.0% | +10.9% | -69.0% |
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