-65.2%
AAL vs SPXS
-99.5%
+34.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | +0.2% |
| 7D | -0.9% | +6.4% | -7.3% | +2.1% |
| 30D | -16.0% | +6.0% | -21.9% | -13.3% |
| 3M | -4.2% | -11.6% | +7.4% | -8.4% |
| 6M | +15.7% | -28.7% | +44.4% | +1.9% |
| YTD | -16.2% | -26.3% | +10.1% | -24.1% |
| 1Y | +0.2% | -34.9% | +35.2% | -13.5% |
| 3Y | -8.1% | -79.5% | +71.4% | -45.6% |
| 5Y | -32.2% | -85.9% | +53.7% | -57.1% |
| All | -65.2% | -99.5% | +34.3% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling