-32.5%
AAL vs XME
+179.6%
-212.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.3% |
| 7D | -0.3% | +3.6% | -3.9% | -2.4% |
| 30D | -19.0% | +3.6% | -22.6% | -20.9% |
| 3M | -5.1% | +1.2% | -6.3% | -6.5% |
| 6M | +15.5% | +9.0% | +6.4% | +7.4% |
| YTD | -15.8% | +15.9% | -31.7% | -25.7% |
| 1Y | -0.3% | +43.2% | -43.5% | -24.2% |
| 3Y | -7.7% | +137.4% | -145.0% | -50.2% |
| 5Y | -32.5% | +185.0% | -217.6% | -68.4% |
| All | -32.5% | +179.6% | -212.2% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling