+2.1%
AAL vs SYY
+1.0%
+1.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -3.7% | -2.3% | -1.4% | -3.4% |
| 30D | -20.8% | -4.9% | -15.9% | -20.2% |
| 3M | -1.3% | +8.4% | -9.7% | -2.2% |
| 6M | +5.4% | -7.4% | +12.7% | +3.1% |
| YTD | -14.4% | +11.0% | -25.3% | -13.8% |
| 1Y | +2.1% | -0.2% | +2.3% | +6.1% |
| All | +2.1% | +1.0% | +1.1% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling