+184.2%
AAL vs SPXS
-100.0%
+284.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.9% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -20.8% | +0.8% | -21.6% | -20.3% |
| 3M | -1.3% | -4.7% | +3.4% | -2.0% |
| 6M | +5.4% | -29.6% | +35.0% | -8.5% |
| YTD | -14.4% | -29.8% | +15.5% | -25.1% |
| 1Y | +2.1% | -38.9% | +41.0% | -15.9% |
| 3Y | -10.6% | -79.6% | +69.1% | -50.0% |
| 5Y | -32.2% | -85.9% | +53.7% | -59.2% |
| 10Y | -62.7% | -99.5% | +36.8% | -93.5% |
| All | +184.2% | -100.0% | +284.2% | -95.2% |
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 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