-6.1%
AAL vs XOP
+34.4%
-40.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.4% |
| 7D | -3.7% | +2.6% | -6.3% | -4.1% |
| 30D | -20.8% | +15.4% | -36.3% | -22.6% |
| 3M | -1.3% | +12.1% | -13.3% | -3.3% |
| 6M | +5.4% | +19.7% | -14.3% | -1.5% |
| YTD | -14.4% | +52.4% | -66.7% | -29.0% |
| 1Y | +2.1% | +47.6% | -45.5% | -14.6% |
| All | -6.1% | +34.4% | -40.5% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling