-27.6%
AAL vs XEL
+801.8%
-829.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | +2.4% | -2.5% | -1.4% |
| 30D | +11.7% | +8.3% | +3.4% | +7.0% |
| 3M | -12.5% | +4.2% | -16.7% | -14.7% |
| 6M | +3.6% | +3.7% | -0.1% | +1.1% |
| YTD | -14.1% | +13.1% | -27.1% | -20.7% |
| 1Y | +0.8% | +5.0% | -4.2% | -3.2% |
| 3Y | +11.8% | +55.0% | -43.2% | -17.6% |
| 5Y | -35.1% | +51.8% | -86.9% | -53.2% |
| 10Y | -68.3% | +185.6% | -253.9% | -88.5% |
| All | -27.6% | +801.8% | -829.4% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling