-58.8%
AAL vs SPYM
+812.4%
-871.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.4% |
| 7D | -0.1% | +2.6% | -2.6% | -3.7% |
| 30D | +11.7% | -2.0% | +13.7% | +15.4% |
| 3M | -12.5% | -2.8% | -9.8% | -8.4% |
| 6M | +3.6% | +2.2% | +1.5% | +1.2% |
| YTD | -14.1% | +11.5% | -25.6% | -26.0% |
| 1Y | +0.8% | +13.5% | -12.7% | -15.4% |
| 3Y | +11.8% | +78.0% | -66.2% | -51.2% |
| 5Y | -35.1% | +73.1% | -108.2% | -69.5% |
| 10Y | -68.3% | +310.9% | -379.1% | -95.9% |
| All | -58.8% | +812.4% | -871.1% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling