-66.0%
AAL vs XOP
+49.8%
-115.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.3% |
| 7D | +3.4% | +0.5% | +3.0% | +3.3% |
| 30D | +11.7% | -7.3% | +19.0% | +14.7% |
| 3M | -7.8% | +1.4% | -9.2% | -9.6% |
| 6M | +10.2% | +7.8% | +2.5% | +2.8% |
| YTD | -8.0% | +44.5% | -52.5% | -28.1% |
| 1Y | +8.5% | +37.0% | -28.5% | -13.1% |
| 3Y | +19.5% | +40.8% | -21.3% | -7.4% |
| 5Y | -33.9% | +88.7% | -122.5% | -58.9% |
| 10Y | -66.0% | +49.9% | -115.9% | -83.3% |
| All | -66.0% | +49.8% | -115.8% | -83.3% |
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