-27.6%
AAL vs XLB
+508.2%
-535.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.8% |
| 7D | +4.6% | -1.5% | +6.1% | +6.7% |
| 30D | +2.6% | +6.1% | -3.5% | -4.0% |
| 3M | -17.8% | 0.0% | -17.8% | -17.8% |
| 6M | +1.9% | 0.0% | +1.9% | +2.2% |
| YTD | -14.0% | +16.0% | -30.0% | -27.6% |
| 1Y | +0.2% | +24.7% | -24.5% | -22.6% |
| 3Y | +13.0% | +40.4% | -27.3% | -22.4% |
| 5Y | -39.6% | +30.7% | -70.3% | -54.0% |
| 10Y | -65.7% | +173.3% | -238.9% | -88.1% |
| All | -27.6% | +508.2% | -535.8% | -90.4% |
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 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