-36.0%
SQQQ vs AAL
+4.4%
-40.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.3% | -9.1% | +0.6% |
| 7D | +14.6% | +8.3% | +6.2% | +19.8% |
| 30D | +28.9% | +6.2% | +22.6% | +33.7% |
| 3M | +13.1% | -17.7% | +30.8% | +3.0% |
| 6M | -15.2% | +15.4% | -30.6% | -4.1% |
| YTD | -37.0% | -11.1% | -25.9% | -31.5% |
| 1Y | -36.0% | +7.7% | -43.7% | -22.2% |
| All | -36.0% | +4.4% | -40.3% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling