-65.2%
AAL vs XYZ
+609.1%
-674.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.9% | -5.2% | +4.2% | +0.7% |
| 30D | -16.0% | 0.0% | -16.0% | -16.0% |
| 3M | -4.2% | +18.7% | -22.9% | -9.1% |
| 6M | +15.7% | +20.5% | -4.9% | +8.9% |
| YTD | -16.2% | +21.5% | -37.7% | -22.2% |
| 1Y | +0.2% | +7.2% | -7.0% | -3.9% |
| 3Y | -8.1% | +49.0% | -57.0% | -24.4% |
| 5Y | -32.2% | -68.1% | +35.9% | -22.6% |
| All | -65.2% | +609.1% | -674.4% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling