-33.9%
AAL vs XPO
+315.9%
-349.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | +11.7% | +4.7% | +7.0% | +9.5% |
| 3M | -7.8% | -7.1% | -0.7% | -5.1% |
| 6M | +10.2% | -6.3% | +16.5% | +12.3% |
| YTD | -8.0% | +39.1% | -47.1% | -21.8% |
| 1Y | +8.5% | +36.7% | -28.1% | -7.2% |
| 3Y | +19.5% | +127.4% | -107.9% | -25.2% |
| 5Y | -33.9% | +315.0% | -348.9% | -71.9% |
| All | -33.9% | +315.9% | -349.8% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling