+7.7%
AAL vs XOP
+45.9%
-38.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.4% | +12.7% | +1.4% |
| 7D | +8.3% | -10.5% | +18.9% | 0.0% |
| 30D | +6.2% | -4.3% | +10.6% | +3.5% |
| 3M | -17.7% | +4.7% | -22.4% | -13.1% |
| 6M | +15.4% | -0.1% | +15.5% | +22.0% |
| YTD | -11.1% | +43.8% | -54.9% | +5.4% |
| 1Y | +7.7% | +45.3% | -37.5% | +28.5% |
| All | +7.7% | +45.9% | -38.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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