-27.8%
AAL vs XPO
+21,048.8%
-21,076.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | -0.1% |
| 7D | -3.7% | +2.4% | -6.1% | -4.5% |
| 30D | -20.8% | -3.5% | -17.3% | -20.0% |
| 3M | -1.3% | -11.9% | +10.7% | +2.3% |
| 6M | +5.4% | -10.0% | +15.3% | +8.4% |
| YTD | -14.4% | +42.1% | -56.4% | -23.7% |
| 1Y | +2.1% | +47.6% | -45.5% | -10.7% |
| 3Y | -10.6% | +153.6% | -164.1% | -35.7% |
| 5Y | -32.2% | +266.5% | -298.7% | -57.7% |
| 10Y | -62.7% | +1,460.4% | -1,523.2% | -83.7% |
| All | -27.8% | +21,048.8% | -21,076.6% | -81.8% |
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 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