+9.1%
XLF vs AAL
-2.5%
+11.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | 0.0% | -3.7% | +3.7% | +0.5% |
| 30D | +0.2% | -20.8% | +21.0% | +3.4% |
| 3M | +11.7% | -1.3% | +13.0% | +11.2% |
| 6M | +13.8% | +5.4% | +8.4% | +11.2% |
| YTD | +7.0% | -14.4% | +21.3% | +8.1% |
| 1Y | +9.1% | +2.1% | +7.0% | +5.7% |
| All | +9.1% | -2.5% | +11.7% | +5.7% |
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