-27.8%
AAL vs SPYG
+1,212.9%
-1,240.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.4% |
| 7D | -3.7% | +0.4% | -4.1% | -4.2% |
| 30D | -20.8% | -0.4% | -20.4% | -20.3% |
| 3M | -1.3% | +0.5% | -1.8% | -2.3% |
| 6M | +5.4% | +17.5% | -12.1% | -15.7% |
| YTD | -14.4% | +14.3% | -28.7% | -29.0% |
| 1Y | +2.1% | +21.7% | -19.6% | -22.9% |
| 3Y | -10.6% | +98.6% | -109.2% | -66.8% |
| 5Y | -32.2% | +85.1% | -117.3% | -72.3% |
| 10Y | -62.7% | +412.0% | -474.7% | -97.2% |
| All | -27.8% | +1,212.9% | -1,240.7% | -98.8% |
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