-68.3%
AAL vs SPG
+114.5%
-182.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | +2.9% | +3.1% | -0.2% | +0.9% |
| 30D | +6.5% | +16.4% | -9.9% | -3.6% |
| 3M | -10.9% | +7.1% | -17.9% | -14.8% |
| 6M | +4.9% | +16.1% | -11.2% | -5.0% |
| YTD | -13.2% | +30.4% | -43.6% | -27.2% |
| 1Y | -1.1% | +33.0% | -34.1% | -18.2% |
| 3Y | +12.8% | +134.6% | -121.9% | -36.7% |
| 5Y | -34.4% | +84.9% | -119.3% | -57.0% |
| All | -68.3% | +114.5% | -182.8% | -83.4% |
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