-32.5%
AAL vs SPY
+81.8%
-114.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -0.8% |
| 7D | -0.3% | +0.5% | -0.9% | -1.2% |
| 30D | -19.0% | -0.9% | -18.1% | -17.8% |
| 3M | -5.1% | +3.9% | -9.0% | -10.1% |
| 6M | +15.5% | +14.5% | +1.0% | -5.6% |
| YTD | -15.8% | +12.9% | -28.7% | -29.4% |
| 1Y | -0.3% | +19.4% | -19.7% | -23.2% |
| 3Y | -7.7% | +78.5% | -86.1% | -60.4% |
| 5Y | -32.5% | +81.8% | -114.3% | -70.4% |
| All | -32.5% | +81.8% | -114.3% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling