+49.9%
XLE vs AAL
+4.4%
+45.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.3% | -11.1% | -3.2% |
| 7D | -7.2% | +8.3% | -15.5% | -5.3% |
| 30D | +0.1% | +6.2% | -6.1% | +1.9% |
| 3M | +9.2% | -17.7% | +26.9% | +5.7% |
| 6M | +8.4% | +15.4% | -7.0% | +12.1% |
| YTD | +44.9% | -11.1% | +56.0% | +47.8% |
| 1Y | +49.9% | +7.7% | +42.1% | +53.1% |
| All | +49.9% | +4.4% | +45.5% | +53.1% |
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