-35.2%
AAL vs XYL
-23.3%
-11.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | -0.1% | -3.7% | +3.7% | +2.6% |
| 30D | +11.7% | -8.3% | +20.0% | +16.5% |
| 3M | -12.5% | -21.4% | +8.9% | +2.0% |
| 6M | +3.6% | -12.9% | +16.6% | +11.5% |
| YTD | -14.1% | -30.1% | +16.0% | +8.4% |
| 1Y | +0.8% | -35.2% | +35.9% | +34.7% |
| 3Y | +11.8% | -0.8% | +12.6% | +6.4% |
| All | -35.2% | -23.3% | -11.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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