+121.1%
AAL vs XYL
+449.8%
-328.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +2.7% |
| 7D | -3.7% | -5.0% | +1.3% | -0.2% |
| 30D | -20.8% | -13.2% | -7.6% | -12.5% |
| 3M | -1.3% | -3.7% | +2.4% | +1.1% |
| 6M | +5.4% | -17.7% | +23.1% | +20.5% |
| YTD | -14.4% | -21.5% | +7.2% | +1.0% |
| 1Y | +2.1% | -24.5% | +26.6% | +23.7% |
| 3Y | -10.6% | +6.9% | -17.5% | -15.8% |
| 5Y | -32.2% | -18.1% | -14.1% | -25.1% |
| 10Y | -62.7% | +134.7% | -197.4% | -77.3% |
| All | +121.1% | +449.8% | -328.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling