-35.2%
AAL vs SPYM
+72.6%
-107.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.4% |
| 7D | -0.1% | +2.6% | -2.6% | -3.9% |
| 30D | +11.7% | -2.0% | +13.7% | +15.5% |
| 3M | -12.5% | -2.8% | -9.8% | -8.2% |
| 6M | +3.6% | +2.2% | +1.5% | +0.9% |
| YTD | -14.1% | +11.5% | -25.6% | -26.6% |
| 1Y | +0.8% | +13.5% | -12.7% | -16.2% |
| 3Y | +11.8% | +78.0% | -66.2% | -52.6% |
| All | -35.2% | +72.6% | -107.8% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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