-8.2%
AAL vs SPYG
+98.4%
-106.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -1.3% | +0.3% | -1.6% | -1.7% |
| 30D | -13.7% | -1.7% | -12.0% | -12.1% |
| 3M | -8.2% | +3.6% | -11.8% | -11.6% |
| 6M | +13.1% | +16.6% | -3.5% | -4.6% |
| YTD | -15.6% | +13.4% | -29.0% | -26.6% |
| 1Y | +1.4% | +19.6% | -18.2% | -17.2% |
| All | -8.2% | +98.4% | -106.6% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling