-64.8%
AAL vs XEL
+151.6%
-216.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -12.9% | -3.9% | -8.9% | -12.2% |
| 3M | -11.2% | -2.8% | -8.4% | -10.7% |
| 6M | +17.8% | -5.4% | +23.2% | +19.0% |
| YTD | -15.1% | +3.8% | -18.9% | -16.1% |
| 1Y | +0.5% | +6.8% | -6.4% | -1.5% |
| 3Y | -7.7% | +45.6% | -53.3% | -16.4% |
| 5Y | -31.3% | +30.7% | -62.0% | -36.4% |
| All | -64.8% | +151.6% | -216.4% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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