+307.8%
SPY vs AAL
-68.3%
+376.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -2.0% | +11.7% | -13.7% | -4.0% |
| 3M | -2.8% | -12.5% | +9.8% | -0.8% |
| 6M | +2.1% | +3.6% | -1.5% | +0.6% |
| YTD | +11.5% | -14.1% | +25.6% | +12.7% |
| 1Y | +13.5% | +0.8% | +12.7% | +11.4% |
| 3Y | +77.7% | +11.8% | +65.9% | +65.0% |
| 5Y | +72.6% | -35.1% | +107.7% | +70.6% |
| All | +307.8% | -68.3% | +376.2% | +321.6% |
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