-22.5%
AAL vs SPY
+805.7%
-828.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | +10.1% | -0.6% | +10.6% | +11.4% |
| 30D | +10.6% | -3.7% | +14.3% | +17.8% |
| 3M | -5.9% | -2.7% | -3.2% | -1.3% |
| 6M | +5.7% | +2.2% | +3.5% | +2.9% |
| YTD | -8.0% | +10.8% | -18.8% | -20.7% |
| 1Y | +6.0% | +11.2% | -5.2% | -9.2% |
| 3Y | +19.6% | +76.5% | -56.9% | -50.1% |
| 5Y | -34.6% | +72.9% | -107.5% | -71.0% |
| 10Y | -65.5% | +304.8% | -370.3% | -96.2% |
| All | -22.5% | +805.7% | -828.2% | -97.2% |
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