+20.7%
XLK vs AAL
+4.4%
+16.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -1.3% |
| 7D | -7.6% | +8.3% | -15.9% | -9.1% |
| 30D | -12.2% | +6.2% | -18.4% | -13.3% |
| 3M | -5.5% | -17.7% | +12.2% | -1.8% |
| 6M | +9.2% | +15.4% | -6.2% | +5.1% |
| YTD | +23.0% | -11.1% | +34.1% | +21.5% |
| 1Y | +20.7% | +7.7% | +13.0% | +14.5% |
| All | +20.7% | +4.4% | +16.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling