+64.3%
XLF vs AAL
-32.1%
+96.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +9.2% | -11.2% | +20.4% | +11.2% |
| 6M | +16.3% | +17.8% | -1.5% | +10.8% |
| YTD | +5.4% | -15.1% | +20.6% | +7.3% |
| 1Y | +7.6% | +0.5% | +7.1% | +5.1% |
| 3Y | +74.2% | -7.7% | +81.9% | +64.3% |
| All | +64.3% | -32.1% | +96.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling