-68.6%
AAL vs XLI
+225.1%
-293.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.5% |
| 7D | -0.1% | +3.8% | -3.8% | -5.3% |
| 30D | +11.7% | +1.0% | +10.7% | +10.0% |
| 3M | -12.5% | -8.9% | -3.6% | +0.8% |
| 6M | +3.6% | -2.3% | +5.9% | +7.5% |
| YTD | -14.1% | +9.7% | -23.8% | -25.3% |
| 1Y | +0.8% | +12.3% | -11.5% | -15.6% |
| 3Y | +11.8% | +71.5% | -59.7% | -49.6% |
| 5Y | -35.1% | +70.2% | -105.3% | -69.5% |
| All | -68.6% | +225.1% | -293.7% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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