-6.2%
AAL vs SPGI
+23.3%
-29.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | -3.7% | +0.1% | -3.9% | -3.9% |
| 30D | -20.8% | +8.4% | -29.2% | -23.9% |
| 3M | -1.3% | +11.8% | -13.1% | -7.1% |
| 6M | +5.4% | +5.7% | -0.3% | +1.7% |
| YTD | -14.4% | -9.7% | -4.7% | -10.2% |
| 1Y | +2.1% | -12.5% | +14.6% | +9.0% |
| All | -6.2% | +23.3% | -29.5% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling