-69.7%
AAL vs XRT
+552.1%
-621.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.8% | +3.0% |
| 7D | +8.3% | +2.5% | +5.8% | +5.3% |
| 30D | +11.0% | +10.3% | +0.6% | -1.3% |
| 3M | -11.2% | +2.4% | -13.5% | -13.7% |
| 6M | +6.1% | +10.0% | -3.9% | -5.0% |
| YTD | -7.6% | +9.5% | -17.2% | -16.4% |
| 1Y | +3.7% | +17.2% | -13.4% | -13.5% |
| 3Y | +20.5% | +62.0% | -41.5% | -32.2% |
| 5Y | -36.4% | -2.1% | -34.3% | -35.5% |
| 10Y | -65.4% | +152.6% | -218.0% | -90.9% |
| All | -69.7% | +552.1% | -621.8% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling