-65.9%
AAL vs XLRE
+109.5%
-175.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.2% |
| 7D | -1.3% | -0.7% | -0.6% | -0.7% |
| 30D | -13.7% | -2.2% | -11.5% | -12.1% |
| 3M | -8.2% | -2.6% | -5.5% | -6.1% |
| 6M | +13.1% | +2.6% | +10.5% | +10.7% |
| YTD | -15.6% | +9.3% | -24.8% | -21.9% |
| 1Y | +1.4% | +7.2% | -5.8% | -4.7% |
| 3Y | -7.4% | +31.3% | -38.8% | -27.8% |
| 5Y | -35.9% | +8.1% | -44.1% | -40.4% |
| 10Y | -65.1% | +88.9% | -154.1% | -79.2% |
| All | -65.9% | +109.5% | -175.3% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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