+0.9%
AAL vs XME
+43.0%
-42.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -13.7% | +1.4% | -15.1% | -14.2% |
| 3M | -8.2% | +2.7% | -10.9% | -9.5% |
| 6M | +13.1% | +6.5% | +6.6% | +8.3% |
| YTD | -15.6% | +15.2% | -30.8% | -22.4% |
| All | +0.9% | +43.0% | -42.1% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling