+11.8%
AAL vs XRT
+58.7%
-46.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -0.1% | +1.7% | -1.8% | -1.8% |
| 30D | +11.7% | +7.5% | +4.2% | +3.1% |
| 3M | -12.5% | +2.2% | -14.7% | -14.6% |
| 6M | +3.6% | +14.7% | -11.0% | -10.9% |
| YTD | -14.1% | +7.5% | -21.6% | -20.2% |
| 1Y | +0.8% | +14.1% | -13.4% | -12.4% |
| 3Y | +11.8% | +58.8% | -47.0% | -28.6% |
| All | +11.8% | +58.7% | -46.9% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling