+13.0%
AAL vs XLI
+72.7%
-59.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.3% |
| 7D | +2.9% | +4.3% | -1.4% | -3.2% |
| 30D | +6.5% | +0.5% | +6.0% | +5.8% |
| 3M | -10.9% | -8.6% | -2.3% | +2.2% |
| 6M | +4.9% | -2.3% | +7.2% | +8.6% |
| YTD | -13.2% | +10.1% | -23.3% | -25.7% |
| 1Y | -1.1% | +11.0% | -12.1% | -16.5% |
| All | +13.0% | +72.7% | -59.7% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling