-65.1%
AAL vs XME
+412.4%
-477.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -13.7% | +1.4% | -15.1% | -14.9% |
| 3M | -8.2% | +2.7% | -10.9% | -11.0% |
| 6M | +13.1% | +6.5% | +6.6% | +5.1% |
| YTD | -15.6% | +15.2% | -30.8% | -27.2% |
| 1Y | +1.4% | +43.5% | -42.1% | -27.2% |
| 3Y | -7.4% | +135.9% | -143.3% | -55.8% |
| 5Y | -35.9% | +181.5% | -217.4% | -75.0% |
| 10Y | -65.1% | +436.9% | -502.0% | -92.1% |
| All | -65.1% | +412.4% | -477.5% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling