-71.9%
AAL vs SPOT
+265.4%
-337.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +10.1% | +1.0% | +9.0% | +9.9% |
| 30D | +10.6% | +14.6% | -4.0% | +6.9% |
| 3M | -5.9% | +18.4% | -24.4% | -10.1% |
| 6M | +5.7% | +45.1% | -39.4% | -4.5% |
| YTD | -8.0% | +4.4% | -12.4% | -11.1% |
| 1Y | +6.0% | -2.7% | +8.7% | +4.1% |
| 3Y | +19.6% | +254.6% | -235.0% | -20.8% |
| 5Y | -34.6% | +124.8% | -159.3% | -55.8% |
| All | -71.9% | +265.4% | -337.3% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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