+88.5%
AAL vs MXL
+210.8%
-122.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.1% |
| 7D | -0.1% | +13.4% | -13.5% | -2.9% |
| 30D | +11.7% | -29.2% | +40.9% | +17.8% |
| 3M | -12.5% | -27.2% | +14.7% | -10.1% |
| 6M | +3.6% | -36.4% | +40.0% | +3.7% |
| YTD | -14.1% | +220.0% | -234.1% | -48.2% |
| 1Y | +0.8% | +304.8% | -304.0% | -43.1% |
| 3Y | +11.8% | +238.5% | -226.7% | -43.1% |
| 5Y | -35.1% | -18.8% | -16.3% | -53.5% |
| 10Y | -68.3% | +163.1% | -231.4% | -85.7% |
| All | +88.5% | +210.8% | -122.2% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling