-40.8%
AAL vs XLB
+29.2%
-70.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.9% |
| 7D | +4.6% | -1.5% | +6.1% | +6.8% |
| 30D | +2.6% | +6.1% | -3.5% | -4.6% |
| 3M | -17.8% | 0.0% | -17.8% | -17.8% |
| 6M | +1.9% | 0.0% | +1.9% | +2.1% |
| YTD | -14.0% | +16.0% | -30.0% | -29.2% |
| 1Y | +0.2% | +24.7% | -24.5% | -25.0% |
| 3Y | +13.0% | +40.4% | -27.3% | -26.5% |
| All | -40.8% | +29.2% | -70.0% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling