-32.2%
AAL vs MXL
+29.7%
-61.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | -0.9% | +16.6% | -17.6% | -3.5% |
| 30D | -16.0% | +0.5% | -16.4% | -16.5% |
| 3M | -4.2% | -3.6% | -0.6% | -7.7% |
| 6M | +15.7% | +328.0% | -312.4% | -26.0% |
| YTD | -16.2% | +297.8% | -314.0% | -45.7% |
| 1Y | +0.2% | +339.4% | -339.2% | -37.4% |
| 3Y | -8.1% | +201.7% | -209.8% | -45.6% |
| 5Y | -32.2% | +32.8% | -64.9% | -47.4% |
| All | -32.2% | +29.7% | -61.9% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling