-65.4%
AAL vs SPGI
+335.6%
-401.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.0% |
| 7D | +8.3% | -0.9% | +9.1% | +9.0% |
| 30D | +11.0% | +15.5% | -4.5% | +1.8% |
| 3M | -11.2% | +15.7% | -26.8% | -19.0% |
| 6M | +6.1% | +19.1% | -13.0% | -6.2% |
| YTD | -7.6% | -4.1% | -3.6% | -7.9% |
| 1Y | +3.7% | +1.2% | +2.5% | -0.4% |
| 3Y | +20.5% | +31.6% | -11.1% | -3.7% |
| 5Y | -36.4% | +12.4% | -48.8% | -44.7% |
| 10Y | -65.4% | +334.3% | -399.7% | -87.4% |
| All | -65.4% | +335.6% | -401.1% | -87.4% |
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