-68.3%
AAL vs SPXU
-99.5%
+31.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.1% |
| 7D | +2.9% | -9.4% | +12.3% | -1.6% |
| 30D | +6.5% | +7.4% | -1.0% | +11.8% |
| 3M | -10.9% | +6.2% | -17.0% | -6.4% |
| 6M | +4.9% | -7.2% | +12.1% | +5.0% |
| YTD | -13.2% | -26.8% | +13.6% | -20.4% |
| 1Y | -1.1% | -26.3% | +25.1% | -8.5% |
| 3Y | +12.8% | -80.6% | +93.4% | -35.0% |
| 5Y | -34.4% | -83.6% | +49.2% | -55.2% |
| All | -68.3% | -99.5% | +31.2% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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