-27.6%
AAL vs SPY
+788.0%
-815.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.4% |
| 7D | +4.6% | -2.7% | +7.3% | +9.4% |
| 30D | +2.6% | -5.4% | +8.0% | +12.3% |
| 3M | -17.8% | -4.1% | -13.7% | -11.9% |
| 6M | +1.9% | +0.7% | +1.1% | +1.4% |
| YTD | -14.0% | +8.7% | -22.7% | -23.7% |
| 1Y | +0.2% | +10.9% | -10.6% | -13.9% |
| 3Y | +13.0% | +75.0% | -62.0% | -52.2% |
| 5Y | -39.6% | +67.8% | -107.4% | -71.9% |
| 10Y | -65.7% | +312.9% | -378.5% | -96.4% |
| All | -27.6% | +788.0% | -815.6% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling