+489.4%
AAL vs SPXU
-100.0%
+589.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -0.5% |
| 7D | -0.1% | -7.6% | +7.5% | -3.5% |
| 30D | +11.7% | +5.3% | +6.4% | +16.1% |
| 3M | -12.5% | +9.6% | -22.2% | -6.7% |
| 6M | +3.6% | -4.5% | +8.1% | +5.2% |
| YTD | -14.1% | -25.9% | +11.8% | -20.7% |
| 1Y | +0.8% | -28.9% | +29.6% | -8.4% |
| 3Y | +11.8% | -80.5% | +92.3% | -35.5% |
| 5Y | -35.1% | -83.4% | +48.3% | -55.3% |
| 10Y | -68.3% | -99.5% | +31.2% | -93.0% |
| All | +489.4% | -100.0% | +589.4% | -72.4% |
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