-64.8%
AAL vs MXL
+313.4%
-378.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | -0.3% |
| 7D | -0.9% | +18.9% | -19.8% | -4.6% |
| 30D | -12.9% | +0.3% | -13.2% | -13.6% |
| 3M | -11.2% | -8.0% | -3.2% | -14.4% |
| 6M | +17.8% | +341.2% | -323.4% | -31.5% |
| YTD | -15.1% | +327.8% | -343.0% | -50.6% |
| 1Y | +0.5% | +364.9% | -364.4% | -43.7% |
| 3Y | -7.7% | +229.2% | -236.9% | -51.5% |
| 5Y | -31.3% | +42.8% | -74.1% | -55.8% |
| All | -64.8% | +313.4% | -378.2% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling