-35.9%
AAL vs SNOW
+5.9%
-41.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -1.3% | +8.4% | -9.7% | -3.5% |
| 30D | -13.7% | -1.0% | -12.8% | -14.0% |
| 3M | -8.2% | +38.3% | -46.5% | -15.4% |
| 6M | +13.1% | +81.3% | -68.2% | -5.0% |
| YTD | -15.6% | +51.1% | -66.7% | -26.2% |
| 1Y | +1.4% | +47.0% | -45.5% | -11.2% |
| 3Y | -7.4% | +99.7% | -107.2% | -29.4% |
| 5Y | -35.9% | +3.6% | -39.5% | -45.5% |
| All | -35.9% | +5.9% | -41.9% | -45.5% |
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 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