-27.8%
AAL vs SYY
+357.7%
-385.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.3% |
| 7D | -3.7% | -2.3% | -1.4% | -2.0% |
| 30D | -20.8% | -4.9% | -15.9% | -17.5% |
| 3M | -1.3% | +8.4% | -9.7% | -7.8% |
| 6M | +5.4% | -7.4% | +12.7% | +10.0% |
| YTD | -14.4% | +11.0% | -25.3% | -24.7% |
| 1Y | +2.1% | -0.2% | +2.3% | -2.3% |
| 3Y | -10.6% | +23.8% | -34.3% | -30.6% |
| 5Y | -32.2% | +18.1% | -50.4% | -44.2% |
| 10Y | -62.7% | +94.6% | -157.3% | -83.1% |
| All | -27.8% | +357.7% | -385.5% | -88.1% |
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 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