+788.5%
XLK vs AAL
-63.7%
+852.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -0.6% | -12.9% | +12.2% | +2.0% |
| 3M | +2.6% | -11.2% | +13.8% | +4.5% |
| 6M | +34.0% | +17.8% | +16.1% | +28.8% |
| YTD | +30.7% | -15.1% | +45.8% | +33.1% |
| 1Y | +39.2% | +0.5% | +38.7% | +36.7% |
| 3Y | +120.4% | -7.7% | +128.1% | +111.7% |
| 5Y | +148.8% | -31.3% | +180.1% | +145.3% |
| All | +788.5% | -63.7% | +852.2% | +847.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling