+15.7%
AAL vs XLY
-1.9%
+17.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | -0.9% | -3.9% | +2.9% | +5.0% |
| 30D | -16.0% | -6.1% | -9.9% | -7.6% |
| 3M | -4.2% | -1.2% | -3.1% | -2.8% |
| 6M | +15.7% | -1.8% | +17.4% | +19.7% |
| All | +15.7% | -1.9% | +17.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 6mo: compounded portfolio wealth divided by compounded XLY 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…
6mo analysis · Full analysis span regression · 6 months rolling