+263.7%
XLF vs AAL
-34.9%
+298.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -0.5% | -19.0% | +18.5% | +4.4% |
| 3M | +10.6% | -5.1% | +15.7% | +11.1% |
| 6M | +14.3% | +15.5% | -1.2% | +8.8% |
| YTD | +5.5% | -15.8% | +21.3% | +7.9% |
| 1Y | +9.6% | -0.3% | +9.9% | +6.9% |
| 3Y | +75.2% | -7.7% | +82.8% | +65.4% |
| 5Y | +65.5% | -32.5% | +98.0% | +61.7% |
| 10Y | +246.4% | -66.0% | +312.4% | +245.7% |
| All | +263.7% | -34.9% | +298.6% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling