-26.8%
AAL vs XPO
+20,554.9%
-20,581.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +2.9% | +6.9% | -3.9% | +0.9% |
| 30D | +6.5% | +4.1% | +2.4% | +5.2% |
| 3M | -10.9% | -9.7% | -1.1% | -8.2% |
| 6M | +4.9% | -3.8% | +8.7% | +5.6% |
| YTD | -13.2% | +38.8% | -51.9% | -22.2% |
| 1Y | -1.1% | +34.2% | -35.3% | -10.5% |
| 3Y | +12.8% | +126.9% | -114.1% | -15.9% |
| 5Y | -34.4% | +297.5% | -331.9% | -59.8% |
| 10Y | -67.9% | +1,260.5% | -1,328.4% | -85.6% |
| All | -26.8% | +20,554.9% | -20,581.7% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling