-48.9%
AAL vs XHB
+175.0%
-223.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.4% | -4.1% | +7.6% | +8.0% |
| 30D | +11.7% | +9.6% | +2.1% | +2.1% |
| 3M | -7.8% | -6.0% | -1.8% | -1.8% |
| 6M | +10.2% | +2.2% | +8.0% | +8.5% |
| YTD | -8.0% | +1.1% | -9.2% | -9.1% |
| 1Y | +8.5% | -1.7% | +10.3% | +10.2% |
| 3Y | +19.5% | +36.5% | -17.0% | -15.4% |
| 5Y | -33.9% | +33.5% | -67.4% | -52.8% |
| 10Y | -66.0% | +240.9% | -306.9% | -91.1% |
| All | -48.9% | +175.0% | -223.9% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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