-27.8%
AAL vs SPY
+827.9%
-855.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | -20.8% | +0.1% | -20.9% | -20.9% |
| 3M | -1.3% | +2.0% | -3.3% | -4.0% |
| 6M | +5.4% | +13.0% | -7.6% | -12.5% |
| YTD | -14.4% | +13.5% | -27.9% | -29.3% |
| 1Y | +2.1% | +20.0% | -17.9% | -22.8% |
| 3Y | -10.6% | +77.2% | -87.7% | -63.1% |
| 5Y | -32.2% | +81.9% | -114.1% | -72.5% |
| 10Y | -62.7% | +314.1% | -376.8% | -96.1% |
| All | -27.8% | +827.9% | -855.7% | -97.5% |
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