+88.0%
AAL vs MXL
+249.5%
-161.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | 0.0% |
| 7D | -3.7% | +1.6% | -5.4% | -4.1% |
| 30D | -20.8% | -7.0% | -13.8% | -20.2% |
| 3M | -1.3% | -33.4% | +32.1% | +1.9% |
| 6M | +5.4% | +260.2% | -254.8% | -35.4% |
| YTD | -14.4% | +260.0% | -274.3% | -47.8% |
| 1Y | +2.1% | +303.5% | -301.4% | -40.5% |
| 3Y | -10.6% | +160.4% | -171.0% | -49.3% |
| 5Y | -32.2% | +14.7% | -46.9% | -54.3% |
| 10Y | -62.7% | +215.6% | -278.3% | -83.3% |
| All | +88.0% | +249.5% | -161.6% | -22.0% |
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