-65.2%
AAL vs SYY
+114.2%
-179.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | -0.9% | +1.5% | -2.4% | -2.0% |
| 30D | -16.0% | -2.3% | -13.6% | -14.7% |
| 3M | -4.2% | +5.5% | -9.7% | -7.8% |
| 6M | +15.7% | -1.0% | +16.6% | +14.6% |
| YTD | -16.2% | +14.1% | -30.3% | -25.8% |
| 1Y | +0.2% | +5.6% | -5.3% | -6.6% |
| 3Y | -8.1% | +27.9% | -36.0% | -26.5% |
| 5Y | -32.2% | +22.7% | -54.9% | -42.8% |
| All | -65.2% | +114.2% | -179.4% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling