-32.8%
AAL vs XLB
+36.1%
-68.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.7% |
| 7D | -3.7% | -1.4% | -2.3% | -2.0% |
| 30D | -20.8% | -0.4% | -20.4% | -20.5% |
| 3M | -1.3% | +2.0% | -3.2% | -3.6% |
| 6M | +5.4% | +1.8% | +3.5% | +3.4% |
| YTD | -14.4% | +16.6% | -30.9% | -29.8% |
| 1Y | +2.1% | +16.9% | -14.8% | -16.7% |
| 3Y | -10.6% | +32.6% | -43.1% | -37.2% |
| All | -32.8% | +36.1% | -68.9% | -52.4% |
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