-40.7%
AAL vs XLP
+43.0%
-83.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.4% | -4.5% |
| 7D | +1.2% | +3.5% | -2.3% | -1.6% |
| 30D | -0.5% | +11.6% | -12.1% | -9.3% |
| 3M | -22.0% | +7.6% | -29.7% | -26.8% |
| 6M | +4.5% | +10.0% | -5.5% | -4.3% |
| YTD | -15.7% | +19.7% | -35.4% | -29.2% |
| 1Y | -3.7% | +23.5% | -27.1% | -21.6% |
| 3Y | +7.9% | +44.0% | -36.0% | -26.5% |
| 5Y | -40.7% | +42.7% | -83.4% | -60.0% |
| All | -40.7% | +43.0% | -83.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling