-67.1%
AAL vs XLP
+126.4%
-193.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +3.1% |
| 7D | +4.6% | +0.7% | +3.9% | +4.0% |
| 30D | +2.6% | +10.3% | -7.7% | -6.4% |
| 3M | -17.8% | +6.5% | -24.3% | -22.7% |
| 6M | +1.9% | +8.4% | -6.5% | -6.3% |
| YTD | -14.0% | +18.2% | -32.2% | -27.7% |
| 1Y | +0.2% | +22.4% | -22.2% | -18.6% |
| 3Y | +13.0% | +41.9% | -28.9% | -21.6% |
| 5Y | -39.6% | +40.9% | -80.5% | -57.6% |
| All | -67.1% | +126.4% | -193.6% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling