+7.7%
AAL vs SPG
+34.3%
-26.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +3.9% |
| 7D | +8.3% | +8.2% | +0.2% | +1.7% |
| 30D | +6.2% | +13.5% | -7.2% | -4.0% |
| 3M | -17.7% | +2.2% | -19.9% | -19.2% |
| 6M | +15.4% | +15.9% | -0.5% | +1.4% |
| YTD | -11.1% | +27.6% | -38.7% | -23.3% |
| 1Y | +7.7% | +30.9% | -23.2% | -8.3% |
| All | +7.7% | +34.3% | -26.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling