-67.6%
AAL vs XLC
+137.2%
-204.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -2.2% |
| 7D | -0.1% | +3.7% | -3.8% | -3.7% |
| 30D | +11.7% | -1.9% | +13.6% | +14.2% |
| 3M | -12.5% | -3.1% | -9.4% | -9.6% |
| 6M | +3.6% | -6.4% | +10.0% | +11.0% |
| YTD | -14.1% | -6.8% | -7.3% | -7.4% |
| 1Y | +0.8% | -1.7% | +2.5% | +2.8% |
| 3Y | +11.8% | +64.7% | -52.9% | -31.4% |
| 5Y | -35.1% | +41.1% | -76.2% | -53.5% |
| All | -67.6% | +137.2% | -204.8% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling