-63.1%
AAL vs XLP
+101.8%
-164.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.0% |
| 7D | -3.7% | -1.0% | -2.7% | -2.8% |
| 30D | -20.8% | -0.9% | -19.9% | -20.3% |
| 3M | -1.3% | +3.8% | -5.1% | -5.1% |
| 6M | +5.4% | -1.7% | +7.1% | +6.5% |
| YTD | -14.4% | +10.3% | -24.6% | -23.0% |
| 1Y | +2.1% | +7.8% | -5.7% | -6.4% |
| 3Y | -10.6% | +27.2% | -37.8% | -30.9% |
| 5Y | -32.2% | +32.5% | -64.7% | -49.6% |
| All | -63.1% | +101.8% | -164.9% | -80.9% |
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