+319.7%
SPY vs AAL
-65.6%
+385.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -1.4% | -13.7% | +12.4% | +1.1% |
| 3M | +3.7% | -8.2% | +11.9% | +4.7% |
| 6M | +13.0% | +13.1% | -0.1% | +9.6% |
| YTD | +12.4% | -15.6% | +28.0% | +14.2% |
| 1Y | +18.5% | +1.4% | +17.1% | +16.2% |
| 3Y | +77.6% | -7.4% | +85.1% | +70.5% |
| 5Y | +81.7% | -35.9% | +117.6% | +80.0% |
| 10Y | +319.7% | -65.1% | +384.8% | +326.5% |
| All | +319.7% | -65.6% | +385.2% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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