-71.5%
AAL vs XME
+175.1%
-246.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.4% |
| 7D | +2.9% | +5.3% | -2.4% | 0.0% |
| 30D | +6.5% | -8.2% | +14.7% | +11.9% |
| 3M | -10.9% | -18.4% | +7.5% | -0.1% |
| 6M | +4.9% | -22.8% | +27.7% | +20.1% |
| YTD | -13.2% | -7.9% | -5.3% | -11.9% |
| 1Y | -1.1% | -0.9% | -0.3% | -4.3% |
| 3Y | +12.8% | +96.0% | -83.2% | -28.5% |
| 5Y | -34.4% | +110.3% | -144.7% | -60.9% |
| 10Y | -67.9% | +272.8% | -340.8% | -86.4% |
| All | -71.5% | +175.1% | -246.6% | -91.3% |
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