-68.6%
AAL vs XME
+260.6%
-329.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +0.1% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +11.7% | -6.1% | +17.8% | +16.7% |
| 3M | -12.5% | -18.6% | +6.1% | +0.7% |
| 6M | +3.6% | -23.9% | +27.5% | +23.2% |
| YTD | -14.1% | -9.3% | -4.7% | -12.6% |
| 1Y | +0.8% | +1.8% | -1.0% | -6.7% |
| 3Y | +11.8% | +93.0% | -81.2% | -39.6% |
| 5Y | -35.1% | +107.0% | -142.1% | -68.7% |
| All | -68.6% | +260.6% | -329.2% | -91.7% |
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