+46.6%
XLE vs AAL
+1.6%
+45.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +0.3% |
| 7D | +4.4% | +2.9% | +1.4% | +5.2% |
| 30D | -4.3% | +6.5% | -10.8% | -2.4% |
| 3M | +6.0% | -10.9% | +16.9% | +4.3% |
| 6M | +13.2% | +4.9% | +8.3% | +15.5% |
| YTD | +46.7% | -13.2% | +59.9% | +49.1% |
| 1Y | +46.6% | -1.1% | +47.7% | +47.3% |
| All | +46.6% | +1.6% | +45.0% | +47.3% |
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