-35.9%
AAL vs XYL
-15.4%
-20.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.0% |
| 7D | -1.3% | +0.8% | -2.1% | -2.1% |
| 30D | -13.7% | -10.8% | -2.9% | -6.3% |
| 3M | -8.2% | -2.5% | -5.6% | -6.9% |
| 6M | +13.1% | -12.2% | +25.3% | +23.5% |
| YTD | -15.6% | -20.1% | +4.5% | -1.5% |
| 1Y | +1.4% | -20.6% | +22.1% | +19.0% |
| 3Y | -7.4% | +17.3% | -24.8% | -19.3% |
| 5Y | -35.9% | -14.5% | -21.4% | -41.6% |
| All | -35.9% | -15.4% | -20.5% | -41.6% |
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