-69.8%
AAL vs XOP
+69.0%
-138.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | +10.1% | -8.4% | +18.4% | +14.0% |
| 30D | +10.6% | -8.4% | +18.9% | +14.0% |
| 3M | -5.9% | +0.2% | -6.1% | -7.2% |
| 6M | +5.7% | +7.2% | -1.5% | -0.9% |
| YTD | -8.0% | +40.8% | -48.8% | -25.6% |
| 1Y | +6.0% | +36.3% | -30.3% | -13.4% |
| 3Y | +19.6% | +37.2% | -17.6% | -3.9% |
| 5Y | -34.6% | +86.6% | -121.2% | -56.7% |
| 10Y | -65.5% | +44.0% | -109.5% | -78.1% |
| All | -69.8% | +69.0% | -138.8% | -88.8% |
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