-65.3%
AAL vs XLC
+135.2%
-200.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.7% |
| 7D | +10.1% | +6.2% | +3.8% | +3.5% |
| 30D | +10.6% | -2.4% | +13.0% | +13.6% |
| 3M | -5.9% | -3.3% | -2.6% | -2.6% |
| 6M | +5.7% | -7.3% | +13.0% | +14.4% |
| YTD | -8.0% | -7.6% | -0.3% | +0.1% |
| 1Y | +6.0% | -3.7% | +9.7% | +10.5% |
| 3Y | +19.6% | +62.9% | -43.3% | -25.8% |
| 5Y | -34.6% | +41.6% | -76.2% | -53.4% |
| All | -65.3% | +135.2% | -200.5% | -86.6% |
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 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