-65.1%
AAL vs XOP
+52.9%
-118.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.8% |
| 30D | -13.7% | +10.8% | -24.6% | -17.9% |
| 3M | -8.2% | +19.5% | -27.6% | -16.8% |
| 6M | +13.1% | +21.6% | -8.5% | -0.9% |
| YTD | -15.6% | +55.8% | -71.4% | -35.4% |
| 1Y | +1.4% | +54.6% | -53.2% | -22.6% |
| 3Y | -7.4% | +36.6% | -44.1% | -26.4% |
| 5Y | -35.9% | +160.6% | -196.6% | -66.2% |
| 10Y | -65.1% | +56.2% | -121.4% | -83.4% |
| All | -65.1% | +52.9% | -118.0% | -83.4% |
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