-65.2%
AAL vs SPYG
+420.3%
-485.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.2% |
| 7D | -0.9% | -1.8% | +0.9% | +1.1% |
| 30D | -16.0% | -1.9% | -14.0% | -14.1% |
| 3M | -4.2% | +5.2% | -9.4% | -9.3% |
| 6M | +15.7% | +15.6% | +0.1% | -0.9% |
| YTD | -16.2% | +12.4% | -28.6% | -26.0% |
| 1Y | +0.2% | +17.5% | -17.2% | -15.8% |
| 3Y | -8.1% | +98.1% | -106.2% | -56.3% |
| 5Y | -32.2% | +84.9% | -117.1% | -65.0% |
| All | -65.2% | +420.3% | -485.5% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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