-32.8%
AAL vs XLP
+32.7%
-65.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.9% |
| 7D | -3.7% | -1.0% | -2.7% | -2.9% |
| 30D | -20.8% | -0.9% | -19.9% | -20.3% |
| 3M | -1.3% | +3.8% | -5.1% | -4.9% |
| 6M | +5.4% | -1.7% | +7.1% | +6.5% |
| YTD | -14.4% | +10.3% | -24.6% | -22.8% |
| 1Y | +2.1% | +7.8% | -5.7% | -6.1% |
| 3Y | -10.6% | +27.2% | -37.8% | -31.3% |
| All | -32.8% | +32.7% | -65.5% | -49.0% |
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