-35.9%
AAL vs XPO
+262.4%
-298.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.5% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -13.7% | -8.1% | -5.6% | -10.7% |
| 3M | -8.2% | -19.0% | +10.9% | 0.0% |
| 6M | +13.1% | -5.2% | +18.3% | +14.7% |
| YTD | -15.6% | +35.6% | -51.2% | -27.0% |
| 1Y | +1.4% | +41.1% | -39.7% | -14.8% |
| 3Y | -7.4% | +157.9% | -165.3% | -44.7% |
| 5Y | -35.9% | +265.6% | -301.6% | -72.7% |
| All | -35.9% | +262.4% | -298.4% | -72.7% |
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