+7.7%
AAL vs XLP
+24.3%
-16.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +3.0% | +5.0% |
| 7D | +8.3% | +5.9% | +2.5% | +6.3% |
| 30D | +6.2% | +13.5% | -7.2% | +2.2% |
| 3M | -17.7% | +8.4% | -26.1% | -19.7% |
| 6M | +15.4% | +11.5% | +3.9% | +10.9% |
| YTD | -11.1% | +20.6% | -31.7% | -14.4% |
| 1Y | +7.7% | +24.3% | -16.6% | -0.2% |
| All | +7.7% | +24.3% | -16.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling