+15.6%
XLE vs AAL
+3.1%
+12.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.5% |
| 7D | +2.2% | -3.7% | +5.9% | +1.2% |
| 30D | +11.8% | -20.8% | +32.6% | +5.0% |
| 3M | +9.8% | -1.3% | +11.1% | +10.2% |
| 6M | +15.6% | +5.4% | +10.2% | +20.3% |
| All | +15.6% | +3.1% | +12.5% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling