-67.7%
AAL vs XLC
+143.7%
-211.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.5% |
| 7D | -3.7% | -0.8% | -2.9% | -2.9% |
| 30D | -20.8% | +1.0% | -21.9% | -21.8% |
| 3M | -1.3% | -0.7% | -0.6% | -0.7% |
| 6M | +5.4% | -5.1% | +10.5% | +11.7% |
| YTD | -14.4% | -4.3% | -10.1% | -10.3% |
| 1Y | +2.1% | -0.6% | +2.7% | +2.8% |
| 3Y | -10.6% | +72.7% | -83.3% | -47.9% |
| 5Y | -32.2% | +38.0% | -70.2% | -50.6% |
| All | -67.7% | +143.7% | -211.4% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling