-64.8%
AAL vs XBI
+160.4%
-225.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.9% | -4.6% | +3.7% | +1.7% |
| 30D | -12.9% | -2.0% | -10.9% | -12.2% |
| 3M | -11.2% | +17.8% | -29.0% | -19.4% |
| 6M | +17.8% | +23.7% | -5.9% | +4.3% |
| YTD | -15.1% | +28.2% | -43.4% | -26.5% |
| 1Y | +0.5% | +64.0% | -63.5% | -24.2% |
| 3Y | -7.7% | +99.4% | -107.1% | -38.0% |
| 5Y | -31.3% | +19.3% | -50.7% | -42.9% |
| All | -64.8% | +160.4% | -225.2% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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