-27.8%
AAL vs XLU
+434.2%
-462.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -3.7% | +0.8% | -4.6% | -4.4% |
| 30D | -20.8% | -1.3% | -19.5% | -20.0% |
| 3M | -1.3% | -1.3% | +0.1% | -0.5% |
| 6M | +5.4% | -7.6% | +13.0% | +12.0% |
| YTD | -14.4% | +2.3% | -16.6% | -16.8% |
| 1Y | +2.1% | +5.8% | -3.7% | -3.5% |
| 3Y | -10.6% | +50.5% | -61.1% | -38.4% |
| 5Y | -32.2% | +44.1% | -76.3% | -52.7% |
| 10Y | -62.7% | +138.2% | -200.9% | -85.2% |
| All | -27.8% | +434.2% | -462.0% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling