-35.9%
AAL vs SPXU
-85.9%
+49.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +1.0% |
| 7D | -1.3% | +1.3% | -2.6% | -0.6% |
| 30D | -13.7% | +5.1% | -18.9% | -11.2% |
| 3M | -8.2% | -9.1% | +1.0% | -11.1% |
| 6M | +13.1% | -29.6% | +42.7% | -2.0% |
| YTD | -15.6% | -27.7% | +12.1% | -25.1% |
| 1Y | +1.4% | -37.0% | +38.4% | -15.0% |
| 3Y | -7.4% | -80.2% | +72.7% | -48.7% |
| 5Y | -35.9% | -86.0% | +50.1% | -60.6% |
| All | -35.9% | -85.9% | +49.9% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling