+322.0%
XLE vs AAL
-33.6%
+355.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -12.0% | +4.6% | -16.6% | -12.6% |
| 30D | -2.7% | +2.6% | -5.3% | -3.3% |
| 3M | +6.6% | -17.8% | +24.4% | +8.8% |
| 6M | +9.5% | +1.9% | +7.7% | +7.8% |
| YTD | +40.6% | -14.0% | +54.6% | +40.5% |
| 1Y | +43.6% | +0.2% | +43.4% | +40.3% |
| 3Y | +58.1% | +13.0% | +45.0% | +47.4% |
| 5Y | +152.2% | -39.6% | +191.8% | +149.3% |
| 10Y | +172.9% | -65.7% | +238.6% | +167.6% |
| All | +322.0% | -33.6% | +355.6% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling