+11.8%
AAL vs XLU
+60.0%
-48.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -0.1% | +2.1% | -2.2% | -1.2% |
| 30D | +11.7% | +5.6% | +6.1% | +8.5% |
| 3M | -12.5% | +0.7% | -13.3% | -12.9% |
| 6M | +3.6% | -0.1% | +3.7% | +3.4% |
| YTD | -14.1% | +5.3% | -19.4% | -17.2% |
| 1Y | +0.8% | +2.2% | -1.4% | -1.1% |
| 3Y | +11.8% | +61.6% | -49.8% | -17.9% |
| All | +11.8% | +60.0% | -48.2% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling