-4.9%
AAL vs SNOW
+37.6%
-42.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +2.3% |
| 7D | -3.7% | +2.8% | -6.5% | -4.7% |
| 30D | -20.8% | +6.4% | -27.2% | -22.2% |
| 3M | -1.3% | +38.1% | -39.4% | -8.2% |
| 6M | +5.4% | +100.4% | -95.0% | -12.1% |
| YTD | -14.4% | +53.7% | -68.1% | -24.4% |
| 1Y | +2.1% | +52.0% | -49.9% | -10.0% |
| 3Y | -10.6% | +114.7% | -125.2% | -30.5% |
| 5Y | -32.2% | +8.8% | -41.0% | -45.1% |
| All | -4.9% | +37.6% | -42.5% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling