-68.3%
AAL vs XPO
+1,236.5%
-1,304.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +2.9% | +6.9% | -3.9% | -0.2% |
| 30D | +6.5% | +4.1% | +2.4% | +4.5% |
| 3M | -10.9% | -9.7% | -1.1% | -6.8% |
| 6M | +4.9% | -3.8% | +8.7% | +5.6% |
| YTD | -13.2% | +38.8% | -51.9% | -27.2% |
| 1Y | -1.1% | +34.2% | -35.3% | -16.0% |
| 3Y | +12.8% | +126.9% | -114.1% | -31.4% |
| 5Y | -34.4% | +297.5% | -331.9% | -72.1% |
| All | -68.3% | +1,236.5% | -1,304.8% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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