+48.3%
XLE vs AAL
-2.5%
+50.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.6% |
| 7D | +2.2% | -3.7% | +5.9% | +1.5% |
| 30D | +11.8% | -20.8% | +32.6% | +7.6% |
| 3M | +9.8% | -1.3% | +11.1% | +9.6% |
| 6M | +15.6% | +5.4% | +10.2% | +17.3% |
| YTD | +45.3% | -14.4% | +59.6% | +46.5% |
| 1Y | +48.3% | +2.1% | +46.2% | +44.5% |
| All | +48.3% | -2.5% | +50.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling