-27.8%
AAL vs XEL
+730.0%
-757.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -3.7% | -1.0% | -2.8% | -3.3% |
| 30D | -20.8% | -1.9% | -18.9% | -20.0% |
| 3M | -1.3% | -1.9% | +0.6% | -0.5% |
| 6M | +5.4% | -7.4% | +12.8% | +9.4% |
| YTD | -14.4% | +4.1% | -18.4% | -17.2% |
| 1Y | +2.1% | +8.0% | -5.9% | -4.0% |
| 3Y | -10.6% | +48.4% | -59.0% | -32.9% |
| 5Y | -32.2% | +27.2% | -59.5% | -45.7% |
| 10Y | -62.7% | +146.8% | -209.5% | -85.1% |
| All | -27.8% | +730.0% | -757.9% | -92.5% |
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