-68.3%
AAL vs SPGI
+329.2%
-397.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -4.7% |
| 7D | +2.9% | -0.8% | +3.8% | +3.5% |
| 30D | +6.5% | +14.3% | -7.8% | -1.6% |
| 3M | -10.9% | +14.5% | -25.4% | -18.2% |
| 6M | +4.9% | +17.3% | -12.4% | -6.3% |
| YTD | -13.2% | -4.6% | -8.6% | -13.1% |
| 1Y | -1.1% | +0.8% | -1.9% | -4.8% |
| 3Y | +12.8% | +28.8% | -16.0% | -8.5% |
| 5Y | -34.4% | +14.0% | -48.4% | -43.5% |
| All | -68.3% | +329.2% | -397.5% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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