-27.6%
AAL vs SPYG
+1,140.1%
-1,167.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | +0.2% |
| 7D | -0.1% | +2.3% | -2.4% | -3.1% |
| 30D | +11.7% | -6.5% | +18.2% | +22.1% |
| 3M | -12.5% | -6.8% | -5.7% | -3.7% |
| 6M | +3.6% | -3.1% | +6.8% | +7.9% |
| YTD | -14.1% | +8.0% | -22.1% | -23.1% |
| 1Y | +0.8% | +10.2% | -9.5% | -12.5% |
| 3Y | +11.8% | +91.0% | -79.2% | -56.3% |
| 5Y | -35.1% | +67.7% | -102.8% | -69.3% |
| 10Y | -68.3% | +393.9% | -462.1% | -97.6% |
| All | -27.6% | +1,140.1% | -1,167.7% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling