-68.6%
AAL vs XYZ
+597.9%
-666.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.9% |
| 7D | -0.1% | -1.1% | +1.0% | +0.3% |
| 30D | +11.7% | +11.5% | +0.2% | +8.0% |
| 3M | -12.5% | +1.8% | -14.3% | -13.1% |
| 6M | +3.6% | +21.2% | -17.6% | -2.5% |
| YTD | -14.1% | +29.9% | -44.0% | -21.9% |
| 1Y | +0.8% | +35.8% | -35.0% | -9.9% |
| 3Y | +11.8% | +62.6% | -50.8% | -10.1% |
| 5Y | -35.1% | -62.8% | +27.7% | -28.7% |
| All | -68.6% | +597.9% | -666.5% | -84.8% |
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