-66.0%
AAL vs SPGI
+296.1%
-362.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | +0.3% |
| 7D | -0.3% | -2.5% | +2.2% | +1.0% |
| 30D | -19.0% | +5.4% | -24.4% | -21.9% |
| 3M | -5.1% | +9.0% | -14.1% | -11.2% |
| 6M | +15.5% | +0.8% | +14.7% | +12.9% |
| YTD | -15.8% | -12.6% | -3.2% | -11.2% |
| 1Y | -0.3% | -16.1% | +15.8% | +7.4% |
| 3Y | -7.7% | +19.0% | -26.6% | -21.6% |
| 5Y | -32.5% | +5.1% | -37.6% | -39.2% |
| 10Y | -66.0% | +295.5% | -361.4% | -87.1% |
| All | -66.0% | +296.1% | -362.1% | -87.1% |
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