+0.8%
AAL vs SPXS
-26.2%
+26.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.2% |
| 7D | -0.1% | -7.5% | +7.4% | -4.5% |
| 30D | +11.7% | +5.3% | +6.4% | +17.0% |
| 3M | -12.5% | +9.7% | -22.2% | -5.2% |
| 6M | +3.6% | -4.6% | +8.2% | +4.4% |
| YTD | -14.1% | -25.8% | +11.7% | -24.8% |
| 1Y | +0.8% | -28.8% | +29.5% | -13.2% |
| All | +0.8% | -26.2% | +26.9% | -13.2% |
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