-35.9%
AAL vs XEL
+29.4%
-65.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -13.7% | -0.9% | -12.8% | -13.6% |
| 3M | -8.2% | -1.4% | -6.7% | -8.0% |
| 6M | +13.1% | -5.8% | +18.9% | +14.1% |
| YTD | -15.6% | +4.7% | -20.3% | -16.4% |
| 1Y | +1.4% | +9.1% | -7.6% | -0.5% |
| 3Y | -7.4% | +47.8% | -55.3% | -15.4% |
| 5Y | -35.9% | +29.0% | -65.0% | -38.3% |
| All | -35.9% | +29.4% | -65.4% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling