+248.8%
XLF vs AAL
-63.7%
+312.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | -1.5% | -0.9% | -0.5% | -1.3% |
| 30D | -1.2% | -12.9% | +11.7% | +1.9% |
| 3M | +9.2% | -11.2% | +20.4% | +11.5% |
| 6M | +16.3% | +17.8% | -1.5% | +10.3% |
| YTD | +5.4% | -15.1% | +20.6% | +7.5% |
| 1Y | +7.6% | +0.5% | +7.1% | +4.8% |
| 3Y | +74.2% | -7.7% | +81.9% | +64.4% |
| 5Y | +66.1% | -31.3% | +97.5% | +61.7% |
| All | +248.8% | -63.7% | +312.6% | +247.0% |
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