-71.9%
AAL vs XOP
+82.9%
-154.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.6% |
| 7D | -3.7% | +2.6% | -6.3% | -4.9% |
| 30D | -20.8% | +15.4% | -36.3% | -26.0% |
| 3M | -1.3% | +12.1% | -13.3% | -7.6% |
| 6M | +5.4% | +19.7% | -14.3% | -6.4% |
| YTD | -14.4% | +52.4% | -66.7% | -32.4% |
| 1Y | +2.1% | +47.6% | -45.5% | -18.7% |
| 3Y | -10.6% | +34.4% | -44.9% | -26.9% |
| 5Y | -32.2% | +154.4% | -186.6% | -60.9% |
| 10Y | -62.7% | +54.7% | -117.4% | -76.9% |
| All | -71.9% | +82.9% | -154.8% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling