+14.4%
XLF vs AAL
+18.8%
-4.5%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -1.3% | -13.7% | +12.4% | +0.1% |
| 3M | +9.1% | -8.2% | +17.3% | +9.6% |
| 6M | +14.4% | +13.1% | +1.2% | +10.6% |
| All | +14.4% | +18.8% | -4.5% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling