-40.8%
AAL vs SPGI
+11.1%
-51.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | +2.6% | +18.4% | -15.8% | -6.4% |
| 3M | -17.8% | +15.7% | -33.5% | -24.5% |
| 6M | +1.9% | +17.3% | -15.4% | -8.2% |
| YTD | -14.0% | -4.7% | -9.3% | -13.1% |
| 1Y | +0.2% | +1.8% | -1.6% | -3.5% |
| 3Y | +13.0% | +31.7% | -18.7% | -10.4% |
| All | -40.8% | +11.1% | -51.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling