-32.8%
AAL vs XRT
-1.0%
-31.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.2% |
| 7D | -3.7% | +0.8% | -4.5% | -4.5% |
| 30D | -20.8% | -4.2% | -16.6% | -17.3% |
| 3M | -1.3% | +5.1% | -6.4% | -5.8% |
| 6M | +5.4% | +2.4% | +3.0% | +3.6% |
| YTD | -14.4% | +3.2% | -17.5% | -16.3% |
| 1Y | +2.1% | +1.5% | +0.6% | +1.2% |
| 3Y | -10.6% | +40.6% | -51.1% | -35.4% |
| All | -32.8% | -1.0% | -31.7% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling