-68.6%
AAL vs XOP
+53.9%
-122.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -0.1% | +6.3% | -6.4% | -2.9% |
| 30D | +11.7% | -6.6% | +18.3% | +14.3% |
| 3M | -12.5% | +3.6% | -16.1% | -15.2% |
| 6M | +3.6% | +10.8% | -7.1% | -4.6% |
| YTD | -14.1% | +48.3% | -62.4% | -33.6% |
| 1Y | +0.8% | +42.9% | -42.2% | -20.9% |
| 3Y | +11.8% | +43.3% | -31.5% | -14.1% |
| 5Y | -35.1% | +94.0% | -129.1% | -60.2% |
| All | -68.6% | +53.9% | -122.5% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling