-6.9%
AAL vs SNOW
+34.6%
-41.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.9% | -7.5% | +6.6% | +0.6% |
| 30D | -16.0% | -1.3% | -14.6% | -16.1% |
| 3M | -4.2% | +37.4% | -41.7% | -10.9% |
| 6M | +15.7% | +88.1% | -72.4% | -2.0% |
| YTD | -16.2% | +50.3% | -66.5% | -25.7% |
| 1Y | +0.2% | +46.0% | -45.8% | -10.9% |
| 3Y | -8.1% | +98.7% | -106.8% | -27.3% |
| 5Y | -32.2% | +3.5% | -35.7% | -44.7% |
| All | -6.9% | +34.6% | -41.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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