-32.8%
AAL vs SPOT
+107.9%
-140.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.1% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | -20.8% | +12.5% | -33.3% | -23.5% |
| 3M | -1.3% | +9.9% | -11.2% | -4.3% |
| 6M | +5.4% | +1.6% | +3.8% | +3.4% |
| YTD | -14.4% | -6.6% | -7.8% | -14.7% |
| 1Y | +2.1% | -22.9% | +25.0% | +7.3% |
| 3Y | -10.6% | +244.3% | -254.8% | -46.7% |
| All | -32.8% | +107.9% | -140.6% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling