-27.6%
AAL vs SYY
+344.0%
-371.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +11.7% | -4.8% | +16.5% | +15.9% |
| 3M | -12.5% | -7.1% | -5.5% | -7.8% |
| 6M | +3.6% | +6.8% | -3.2% | -2.9% |
| YTD | -14.1% | +7.7% | -21.7% | -23.1% |
| 1Y | +0.8% | +5.7% | -4.9% | -8.6% |
| 3Y | +11.8% | +24.6% | -12.8% | -14.3% |
| 5Y | -35.1% | +15.6% | -50.7% | -46.1% |
| 10Y | -68.3% | +87.9% | -156.2% | -85.1% |
| All | -27.6% | +344.0% | -371.6% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling