-35.9%
AAL vs XYZ
-69.0%
+33.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -1.3% | -3.7% | +2.4% | 0.0% |
| 30D | -13.7% | +0.5% | -14.3% | -14.0% |
| 3M | -8.2% | +16.3% | -24.4% | -12.7% |
| 6M | +13.1% | +21.1% | -8.0% | +5.5% |
| YTD | -15.6% | +22.0% | -37.6% | -22.4% |
| 1Y | +1.4% | +5.2% | -3.7% | -2.7% |
| 3Y | -7.4% | +49.6% | -57.0% | -26.7% |
| 5Y | -35.9% | -68.4% | +32.5% | -31.8% |
| All | -35.9% | -69.0% | +33.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling