-32.5%
AAL vs XOP
+156.8%
-189.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -19.0% | +16.5% | -35.5% | -22.6% |
| 3M | -5.1% | +15.7% | -20.8% | -9.8% |
| 6M | +15.5% | +19.2% | -3.7% | +6.5% |
| YTD | -15.8% | +55.0% | -70.7% | -30.8% |
| 1Y | -0.3% | +54.2% | -54.5% | -18.3% |
| 3Y | -7.7% | +35.9% | -43.5% | -22.6% |
| 5Y | -32.5% | +162.4% | -194.9% | -56.4% |
| All | -32.5% | +156.8% | -189.3% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling