-66.0%
AAL vs XRT
+123.1%
-189.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +0.5% |
| 7D | -0.3% | -0.3% | -0.1% | -0.1% |
| 30D | -19.0% | -5.6% | -13.4% | -14.3% |
| 3M | -5.1% | +2.5% | -7.6% | -7.0% |
| 6M | +15.5% | +3.7% | +11.8% | +12.2% |
| YTD | -15.8% | +1.0% | -16.8% | -15.7% |
| 1Y | -0.3% | -1.2% | +0.9% | +1.7% |
| 3Y | -7.7% | +43.4% | -51.0% | -33.8% |
| 5Y | -32.5% | -0.7% | -31.8% | -31.5% |
| 10Y | -66.0% | +123.7% | -189.7% | -85.5% |
| All | -66.0% | +123.1% | -189.1% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling