-27.8%
AAL vs XLP
+544.3%
-572.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.4% |
| 7D | -3.7% | -1.0% | -2.7% | -2.3% |
| 30D | -20.8% | -0.9% | -19.9% | -20.0% |
| 3M | -1.3% | +3.8% | -5.1% | -7.7% |
| 6M | +5.4% | -1.7% | +7.1% | +6.7% |
| YTD | -14.4% | +10.3% | -24.6% | -28.2% |
| 1Y | +2.1% | +7.8% | -5.7% | -11.9% |
| 3Y | -10.6% | +27.2% | -37.8% | -42.0% |
| 5Y | -32.2% | +32.5% | -64.7% | -59.7% |
| 10Y | -62.7% | +101.8% | -164.5% | -90.6% |
| All | -27.8% | +544.3% | -572.2% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling