-27.6%
AAL vs SPGI
+1,392.6%
-1,420.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.6% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | +2.6% | +18.4% | -15.8% | -9.1% |
| 3M | -17.8% | +15.7% | -33.5% | -26.4% |
| 6M | +1.9% | +17.3% | -15.4% | -11.1% |
| YTD | -14.0% | -4.7% | -9.3% | -14.7% |
| 1Y | +0.2% | +1.8% | -1.6% | -5.5% |
| 3Y | +13.0% | +31.7% | -18.7% | -12.8% |
| 5Y | -39.6% | +12.1% | -51.7% | -48.5% |
| 10Y | -65.7% | +341.9% | -407.6% | -90.6% |
| All | -27.6% | +1,392.6% | -1,420.1% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling