+163.9%
XLE vs AAL
-64.0%
+228.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.9% |
| 7D | -7.9% | +8.3% | -16.2% | -9.4% |
| 30D | -4.8% | +11.0% | -15.8% | -7.1% |
| 3M | +8.4% | -11.2% | +19.5% | +10.1% |
| 6M | +12.7% | +6.1% | +6.6% | +9.0% |
| YTD | +41.3% | -7.6% | +48.9% | +39.1% |
| 1Y | +42.3% | +3.7% | +38.6% | +36.0% |
| 3Y | +65.1% | +20.5% | +44.6% | +43.6% |
| 5Y | +150.2% | -36.4% | +186.6% | +143.1% |
| 10Y | +163.9% | -65.4% | +229.4% | +146.1% |
| All | +163.9% | -64.0% | +228.0% | +146.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling