-34.6%
AAL vs SNOW
-20.1%
-14.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.7% |
| 7D | +10.1% | +0.2% | +9.8% | +10.0% |
| 30D | +10.6% | -19.8% | +30.4% | +16.0% |
| 3M | -5.9% | -11.6% | +5.7% | -4.1% |
| 6M | +5.7% | +94.0% | -88.3% | -12.8% |
| YTD | -8.0% | +34.8% | -42.8% | -17.9% |
| 1Y | +6.0% | +10.1% | -4.1% | -0.3% |
| 3Y | +19.6% | +84.4% | -64.8% | -7.7% |
| 5Y | -34.6% | -18.1% | -16.5% | -42.9% |
| All | -34.6% | -20.1% | -14.5% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling