-29.4%
AAL vs SNY
+142.7%
-172.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -0.9% | -3.6% | +2.7% | +1.4% |
| 30D | -16.0% | -1.9% | -14.0% | -15.0% |
| 3M | -4.2% | -2.0% | -2.3% | -3.6% |
| 6M | +15.7% | +2.5% | +13.1% | +13.3% |
| YTD | -16.2% | -7.0% | -9.2% | -13.1% |
| 1Y | +0.2% | -4.4% | +4.6% | +1.5% |
| 3Y | -8.1% | -8.4% | +0.3% | -9.0% |
| 5Y | -32.2% | +9.5% | -41.7% | -42.6% |
| 10Y | -65.4% | +64.3% | -129.7% | -79.8% |
| All | -29.4% | +142.7% | -172.1% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling