+817.4%
SPY vs AAL
-28.9%
+846.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | +3.4% | -4.4% | -1.4% |
| 30D | -2.4% | +11.7% | -14.1% | -4.0% |
| 3M | -1.2% | -7.8% | +6.6% | -0.2% |
| 6M | +3.3% | +10.2% | -6.9% | +1.2% |
| YTD | +12.3% | -8.0% | +20.3% | +12.3% |
| 1Y | +12.4% | +8.5% | +3.9% | +9.7% |
| 3Y | +78.8% | +19.5% | +59.3% | +67.3% |
| 5Y | +75.2% | -33.9% | +109.1% | +74.1% |
| 10Y | +311.1% | -66.0% | +377.1% | +308.0% |
| All | +817.4% | -28.9% | +846.4% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling