-53.1%
AAL vs XBI
+921.6%
-974.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.4% |
| 7D | -1.3% | -3.6% | +2.3% | +1.4% |
| 30D | -13.7% | +0.9% | -14.6% | -14.7% |
| 3M | -8.2% | +21.4% | -29.6% | -21.1% |
| 6M | +13.1% | +25.5% | -12.4% | -5.3% |
| YTD | -15.6% | +30.8% | -46.4% | -31.8% |
| 1Y | +1.4% | +68.6% | -67.2% | -32.5% |
| 3Y | -7.4% | +103.9% | -111.4% | -47.9% |
| 5Y | -35.9% | +20.8% | -56.7% | -48.9% |
| 10Y | -65.1% | +164.0% | -229.1% | -88.3% |
| All | -53.1% | +921.6% | -974.7% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling