+7.7%
AAL vs MXL
+276.5%
-268.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -11.1% | +17.4% | +6.9% |
| 7D | +8.3% | -24.3% | +32.7% | +9.9% |
| 30D | +6.2% | -46.1% | +52.3% | +9.7% |
| 3M | -17.7% | -21.8% | +4.1% | -17.1% |
| 6M | +15.4% | -27.2% | +42.6% | +14.2% |
| YTD | -11.1% | +226.2% | -237.3% | -35.2% |
| 1Y | +7.7% | +297.0% | -289.3% | -28.3% |
| All | +7.7% | +276.5% | -268.7% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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