+7.7%
AAL vs XLC
-5.6%
+13.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +2.8% |
| 7D | +8.3% | +1.8% | +6.6% | +6.4% |
| 30D | +6.2% | -6.0% | +12.2% | +13.2% |
| 3M | -17.7% | -6.0% | -11.7% | -12.5% |
| 6M | +15.4% | -9.1% | +24.5% | +28.7% |
| YTD | -11.1% | -10.0% | -1.1% | -0.4% |
| 1Y | +7.7% | -5.8% | +13.6% | +13.5% |
| All | +7.7% | -5.6% | +13.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling