-64.8%
AAL vs XLU
+140.5%
-205.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -0.9% | -1.6% | +0.7% | 0.0% |
| 30D | -12.9% | -3.3% | -9.6% | -11.3% |
| 3M | -11.2% | -3.2% | -8.0% | -9.8% |
| 6M | +17.8% | -7.0% | +24.8% | +22.3% |
| YTD | -15.1% | +0.6% | -15.8% | -16.0% |
| 1Y | +0.5% | +2.4% | -2.0% | -1.4% |
| 3Y | -7.7% | +46.3% | -53.9% | -26.4% |
| 5Y | -31.3% | +44.0% | -75.3% | -45.2% |
| All | -64.8% | +140.5% | -205.3% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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