-35.9%
AAL vs SYY
+22.4%
-58.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -1.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -13.7% | -2.7% | -11.0% | -12.1% |
| 3M | -8.2% | +5.9% | -14.0% | -12.0% |
| 6M | +13.1% | -2.3% | +15.4% | +13.2% |
| YTD | -15.6% | +13.1% | -28.7% | -26.2% |
| 1Y | +1.4% | +3.8% | -2.3% | -4.9% |
| 3Y | -7.4% | +26.7% | -34.2% | -30.7% |
| 5Y | -35.9% | +19.4% | -55.4% | -49.4% |
| All | -35.9% | +22.4% | -58.3% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling