-69.8%
AAL vs XME
+179.0%
-248.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.8% |
| 7D | +10.1% | -0.2% | +10.2% | +10.2% |
| 30D | +10.6% | -9.2% | +19.7% | +16.9% |
| 3M | -5.9% | -17.8% | +11.8% | +4.9% |
| 6M | +5.7% | -20.0% | +25.7% | +18.3% |
| YTD | -8.0% | -6.6% | -1.4% | -7.4% |
| 1Y | +6.0% | +1.8% | +4.3% | +1.0% |
| 3Y | +19.6% | +98.7% | -79.2% | -24.8% |
| 5Y | -34.6% | +123.9% | -158.5% | -62.5% |
| 10Y | -65.5% | +277.9% | -343.4% | -85.5% |
| All | -69.8% | +179.0% | -248.7% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling