+185.1%
AAL vs SPXS
-100.0%
+285.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.4% |
| 7D | -0.1% | -7.5% | +7.4% | -3.7% |
| 30D | +11.7% | +5.3% | +6.4% | +16.3% |
| 3M | -12.5% | +9.7% | -22.2% | -6.3% |
| 6M | +3.6% | -4.6% | +8.2% | +5.2% |
| YTD | -14.1% | -25.8% | +11.7% | -21.2% |
| 1Y | +0.8% | -28.8% | +29.5% | -9.1% |
| 3Y | +11.8% | -80.2% | +92.0% | -37.9% |
| 5Y | -35.1% | -83.2% | +48.1% | -56.6% |
| 10Y | -68.3% | -99.5% | +31.2% | -94.3% |
| All | +185.1% | -100.0% | +285.1% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling