+2.1%
AAL vs SPXS
-40.2%
+42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +2.0% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -20.8% | +0.8% | -21.6% | -20.2% |
| 3M | -1.3% | -4.7% | +3.4% | -2.5% |
| 6M | +5.4% | -29.6% | +35.0% | -11.5% |
| YTD | -14.4% | -29.8% | +15.5% | -27.7% |
| 1Y | +2.1% | -38.9% | +41.0% | -17.8% |
| All | +2.1% | -40.2% | +42.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling