+0.2%
AAL vs XEL
+7.9%
-7.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | -16.0% | -2.9% | -13.1% | -15.9% |
| 3M | -4.2% | -2.7% | -1.5% | -4.0% |
| 6M | +15.7% | -6.5% | +22.2% | +15.0% |
| YTD | -16.2% | +3.6% | -19.8% | -14.0% |
| 1Y | +0.2% | +7.5% | -7.3% | +3.7% |
| All | +0.2% | +7.9% | -7.7% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling