+73.0%
XLF vs AAL
-8.3%
+81.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -1.6% | -16.0% | +14.3% | +1.2% |
| 3M | +9.3% | -4.2% | +13.5% | +9.4% |
| 6M | +14.6% | +15.7% | -1.1% | +10.4% |
| YTD | +4.7% | -16.2% | +20.9% | +6.5% |
| 1Y | +8.6% | +0.2% | +8.4% | +6.6% |
| All | +73.0% | -8.3% | +81.4% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling