-65.4%
AAL vs SPG
+117.3%
-182.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +6.1% |
| 7D | +8.3% | +5.1% | +3.2% | +4.9% |
| 30D | +11.0% | +16.8% | -5.9% | +0.2% |
| 3M | -11.2% | +5.7% | -16.8% | -14.3% |
| 6M | +6.1% | +17.8% | -11.7% | -4.9% |
| YTD | -7.6% | +30.1% | -37.7% | -22.5% |
| 1Y | +3.7% | +32.8% | -29.1% | -14.2% |
| 3Y | +20.5% | +137.2% | -116.7% | -32.8% |
| 5Y | -36.4% | +81.5% | -117.9% | -57.8% |
| 10Y | -65.4% | +116.5% | -182.0% | -82.1% |
| All | -65.4% | +117.3% | -182.7% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling