-32.2%
AAL vs SPYG
+82.6%
-114.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.3% |
| 7D | -0.9% | -1.8% | +0.9% | +1.2% |
| 30D | -16.0% | -1.9% | -14.0% | -14.1% |
| 3M | -4.2% | +5.2% | -9.4% | -9.5% |
| 6M | +15.7% | +15.6% | +0.1% | -1.6% |
| YTD | -16.2% | +12.4% | -28.6% | -26.5% |
| 1Y | +0.2% | +17.5% | -17.2% | -16.5% |
| 3Y | -8.1% | +98.1% | -106.2% | -58.1% |
| 5Y | -32.2% | +84.9% | -117.1% | -66.3% |
| All | -32.2% | +82.6% | -114.8% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling