-8.2%
AAL vs XLU
+48.9%
-57.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | -13.7% | -0.4% | -13.3% | -13.6% |
| 3M | -8.2% | -1.7% | -6.4% | -7.6% |
| 6M | +13.1% | -7.1% | +20.2% | +17.1% |
| YTD | -15.6% | +1.9% | -17.5% | -17.0% |
| 1Y | +1.4% | +6.1% | -4.7% | -2.1% |
| All | -8.2% | +48.9% | -57.1% | -26.9% |
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