-29.4%
AAL vs XLY
+800.2%
-829.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | -0.9% | -3.9% | +2.9% | +4.9% |
| 30D | -16.0% | -6.1% | -9.9% | -7.9% |
| 3M | -4.2% | -1.2% | -3.1% | -2.4% |
| 6M | +15.7% | -1.8% | +17.4% | +19.7% |
| YTD | -16.2% | -5.9% | -10.3% | -7.6% |
| 1Y | +0.2% | -3.1% | +3.3% | +5.4% |
| 3Y | -8.1% | +36.0% | -44.1% | -42.2% |
| 5Y | -32.2% | +27.6% | -59.8% | -54.6% |
| 10Y | -65.4% | +216.8% | -282.2% | -94.9% |
| All | -29.4% | +800.2% | -829.6% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling