-22.5%
AAL vs XLB
+520.8%
-543.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +3.4% | -1.6% | +5.1% | +5.6% |
| 30D | +11.7% | +7.2% | +4.5% | +3.3% |
| 3M | -7.8% | 0.0% | -7.8% | -7.6% |
| 6M | +10.2% | +2.3% | +7.9% | +8.0% |
| YTD | -8.0% | +18.4% | -26.4% | -24.3% |
| 1Y | +8.5% | +23.3% | -14.8% | -14.9% |
| 3Y | +19.5% | +45.2% | -25.7% | -21.0% |
| 5Y | -33.9% | +31.0% | -64.8% | -49.8% |
| 10Y | -66.0% | +168.8% | -234.8% | -88.0% |
| All | -22.5% | +520.8% | -543.3% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling