-65.1%
AAL vs SPY
+312.5%
-377.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | -1.3% | -0.4% | -0.9% | -0.8% |
| 30D | -13.7% | -1.4% | -12.4% | -11.9% |
| 3M | -8.2% | +3.7% | -11.9% | -12.5% |
| 6M | +13.1% | +13.0% | +0.1% | -4.5% |
| YTD | -15.6% | +12.4% | -28.0% | -28.0% |
| 1Y | +1.4% | +18.5% | -17.1% | -19.9% |
| 3Y | -7.4% | +77.6% | -85.1% | -58.1% |
| 5Y | -35.9% | +81.7% | -117.6% | -71.1% |
| 10Y | -65.1% | +319.7% | -384.8% | -95.1% |
| All | -65.1% | +312.5% | -377.6% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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