+170.7%
XLE vs AAL
-65.4%
+236.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +12.6% | -19.0% | +31.7% | +17.2% |
| 3M | +11.8% | -5.1% | +16.9% | +11.6% |
| 6M | +16.1% | +15.5% | +0.6% | +9.9% |
| YTD | +46.9% | -15.8% | +62.7% | +47.9% |
| 1Y | +53.3% | -0.3% | +53.6% | +47.5% |
| 3Y | +54.9% | -7.7% | +62.6% | +43.5% |
| 5Y | +225.7% | -32.5% | +258.2% | +209.1% |
| 10Y | +170.7% | -66.0% | +236.6% | +144.4% |
| All | +170.7% | -65.4% | +236.0% | +144.4% |
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