-8.2%
AAL vs SYY
+26.6%
-34.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -13.7% | -2.7% | -11.0% | -12.8% |
| 3M | -8.2% | +5.9% | -14.0% | -10.3% |
| 6M | +13.1% | -2.3% | +15.4% | +13.0% |
| YTD | -15.6% | +13.1% | -28.7% | -21.5% |
| 1Y | +1.4% | +3.8% | -2.3% | -1.2% |
| All | -8.2% | +26.6% | -34.8% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling