-32.2%
AAL vs XBI
+18.4%
-50.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.3% |
| 7D | -0.9% | -4.6% | +3.7% | +2.1% |
| 30D | -16.0% | -0.8% | -15.2% | -15.9% |
| 3M | -4.2% | +21.8% | -26.1% | -16.4% |
| 6M | +15.7% | +23.2% | -7.5% | +0.2% |
| YTD | -16.2% | +28.7% | -44.9% | -29.7% |
| 1Y | +0.2% | +67.8% | -67.5% | -29.5% |
| 3Y | -8.1% | +100.6% | -108.7% | -43.7% |
| 5Y | -32.2% | +19.8% | -52.0% | -50.7% |
| All | -32.2% | +18.4% | -50.6% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling