-32.2%
AAL vs XLU
+42.5%
-74.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -0.9% | -1.2% | +0.3% | -0.3% |
| 30D | -16.0% | -2.5% | -13.4% | -14.9% |
| 3M | -4.2% | -2.7% | -1.5% | -3.1% |
| 6M | +15.7% | -7.5% | +23.1% | +20.1% |
| YTD | -16.2% | +0.9% | -17.1% | -17.1% |
| 1Y | +0.2% | +3.3% | -3.1% | -1.9% |
| 3Y | -8.1% | +47.3% | -55.4% | -25.4% |
| 5Y | -32.2% | +44.4% | -76.6% | -43.5% |
| All | -32.2% | +42.5% | -74.7% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling