-68.4%
AAL vs XLC
+142.6%
-211.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.3% |
| 7D | -0.9% | -1.7% | +0.7% | +0.8% |
| 30D | -16.0% | +0.2% | -16.2% | -16.2% |
| 3M | -4.2% | +0.7% | -5.0% | -5.1% |
| 6M | +15.7% | -4.5% | +20.1% | +21.6% |
| YTD | -16.2% | -4.7% | -11.4% | -11.7% |
| 1Y | +0.2% | -1.5% | +1.7% | +1.9% |
| 3Y | -8.1% | +72.2% | -80.3% | -46.3% |
| 5Y | -32.2% | +39.3% | -71.5% | -51.1% |
| All | -68.4% | +142.6% | -211.0% | -88.2% |
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