-71.9%
AAL vs XRT
+514.3%
-586.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | 0.0% |
| 7D | -3.7% | +0.8% | -4.5% | -4.7% |
| 30D | -20.8% | -4.2% | -16.6% | -16.7% |
| 3M | -1.3% | +5.1% | -6.4% | -6.7% |
| 6M | +5.4% | +2.4% | +3.0% | +3.2% |
| YTD | -14.4% | +3.2% | -17.5% | -16.8% |
| 1Y | +2.1% | +1.5% | +0.6% | +0.8% |
| 3Y | -10.6% | +40.6% | -51.1% | -40.5% |
| 5Y | -32.2% | -1.0% | -31.2% | -32.9% |
| 10Y | -62.7% | +128.4% | -191.1% | -88.9% |
| All | -71.9% | +514.3% | -586.2% | -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