-68.6%
AAL vs XLB
+163.6%
-232.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -0.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.6% |
| 30D | +11.7% | +5.2% | +6.6% | +5.3% |
| 3M | -12.5% | +0.3% | -12.9% | -12.6% |
| 6M | +3.6% | +1.2% | +2.5% | +2.7% |
| YTD | -14.1% | +16.6% | -30.7% | -29.4% |
| 1Y | +0.8% | +21.4% | -20.7% | -21.4% |
| 3Y | +11.8% | +43.2% | -31.4% | -28.2% |
| 5Y | -35.1% | +28.0% | -63.1% | -51.1% |
| All | -68.6% | +163.6% | -232.1% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling