-64.8%
AAL vs SNY
+64.5%
-129.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.9% | -3.3% | +2.4% | +0.4% |
| 30D | -12.9% | -2.2% | -10.7% | -12.1% |
| 3M | -11.2% | -3.0% | -8.2% | -10.4% |
| 6M | +17.8% | +2.7% | +15.1% | +16.4% |
| YTD | -15.1% | -6.8% | -8.3% | -13.0% |
| 1Y | +0.5% | -5.3% | +5.7% | +1.9% |
| 3Y | -7.7% | -9.8% | +2.1% | -6.6% |
| 5Y | -31.3% | +9.7% | -41.0% | -37.8% |
| All | -64.8% | +64.5% | -129.3% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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