-64.8%
AAL vs SPMO
+517.6%
-582.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | -0.9% | -0.9% | 0.0% | -0.1% |
| 30D | -12.9% | -1.9% | -10.9% | -11.4% |
| 3M | -11.2% | -1.4% | -9.8% | -11.6% |
| 6M | +17.8% | +25.5% | -7.6% | -6.8% |
| YTD | -15.1% | +24.8% | -40.0% | -32.5% |
| 1Y | +0.5% | +24.5% | -24.0% | -19.8% |
| 3Y | -7.7% | +157.1% | -164.8% | -61.9% |
| 5Y | -31.3% | +149.5% | -180.8% | -70.6% |
| All | -64.8% | +517.6% | -582.4% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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