-35.9%
AAL vs XLI
+80.3%
-116.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +2.5% |
| 7D | -1.3% | -0.6% | -0.7% | -0.5% |
| 30D | -13.7% | -6.9% | -6.8% | -3.8% |
| 3M | -8.2% | -1.9% | -6.2% | -5.4% |
| 6M | +13.1% | +1.0% | +12.1% | +11.4% |
| YTD | -15.6% | +11.3% | -26.9% | -28.5% |
| 1Y | +1.4% | +15.8% | -14.4% | -19.1% |
| 3Y | -7.4% | +69.8% | -77.3% | -58.5% |
| 5Y | -35.9% | +80.9% | -116.8% | -72.6% |
| All | -35.9% | +80.3% | -116.2% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling