+19.6%
AAL vs SNOW
+89.8%
-70.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.6% |
| 7D | +10.1% | +0.2% | +9.8% | +10.0% |
| 30D | +10.6% | -19.8% | +30.4% | +14.6% |
| 3M | -5.9% | -11.6% | +5.7% | -4.5% |
| 6M | +5.7% | +94.0% | -88.3% | -8.7% |
| YTD | -8.0% | +34.8% | -42.8% | -14.3% |
| 1Y | +6.0% | +10.1% | -4.1% | +3.8% |
| 3Y | +19.6% | +84.4% | -64.8% | -6.5% |
| All | +19.6% | +89.8% | -70.2% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling