-8.2%
AAL vs XPO
+153.8%
-162.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.4% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -13.7% | -8.1% | -5.6% | -11.0% |
| 3M | -8.2% | -19.0% | +10.9% | -0.7% |
| 6M | +13.1% | -5.2% | +18.3% | +14.6% |
| YTD | -15.6% | +35.6% | -51.2% | -25.5% |
| 1Y | +1.4% | +41.1% | -39.7% | -12.7% |
| All | -8.2% | +153.8% | -162.0% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling