-73.9%
AAL vs SPOT
+227.0%
-300.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.0% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | -20.8% | +12.5% | -33.3% | -23.3% |
| 3M | -1.3% | +9.9% | -11.2% | -4.1% |
| 6M | +5.4% | +1.6% | +3.8% | +3.6% |
| YTD | -14.4% | -6.6% | -7.8% | -14.7% |
| 1Y | +2.1% | -22.9% | +25.0% | +6.4% |
| 3Y | -10.6% | +244.3% | -254.8% | -40.5% |
| 5Y | -32.2% | +117.8% | -150.0% | -53.7% |
| All | -73.9% | +227.0% | -300.8% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling