+487.7%
AAL vs SPXU
-100.0%
+587.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +1.9% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -20.8% | +0.8% | -21.6% | -20.3% |
| 3M | -1.3% | -4.7% | +3.4% | -1.9% |
| 6M | +5.4% | -29.6% | +35.0% | -7.6% |
| YTD | -14.4% | -29.9% | +15.5% | -24.4% |
| 1Y | +2.1% | -39.1% | +41.2% | -14.8% |
| 3Y | -10.6% | -80.0% | +69.4% | -48.2% |
| 5Y | -32.2% | -86.0% | +53.8% | -57.6% |
| 10Y | -62.7% | -99.5% | +36.8% | -92.1% |
| All | +487.7% | -100.0% | +587.6% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling