-0.3%
AAL vs SPG
+22.1%
-22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -2.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -19.0% | -4.9% | -14.1% | -16.4% |
| 3M | -5.1% | +3.3% | -8.4% | -7.1% |
| 6M | +15.5% | +11.2% | +4.3% | +8.8% |
| YTD | -15.8% | +17.1% | -32.8% | -19.4% |
| 1Y | -0.3% | +21.6% | -21.9% | -4.4% |
| All | -0.3% | +22.1% | -22.4% | -4.4% |
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 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