-32.8%
AAL vs SPG
+102.5%
-135.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +2.1% |
| 7D | -3.7% | -2.4% | -1.4% | -1.8% |
| 30D | -20.8% | -6.8% | -14.0% | -16.0% |
| 3M | -1.3% | +2.7% | -4.0% | -3.7% |
| 6M | +5.4% | +5.5% | -0.1% | +0.7% |
| YTD | -14.4% | +15.7% | -30.1% | -24.3% |
| 1Y | +2.1% | +20.9% | -18.8% | -13.7% |
| 3Y | -10.6% | +112.4% | -122.9% | -55.0% |
| All | -32.8% | +102.5% | -135.3% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling