+148.7%
XLK vs AAL
-32.1%
+180.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -0.6% | -12.9% | +12.2% | +2.9% |
| 3M | +2.6% | -11.2% | +13.8% | +5.1% |
| 6M | +34.0% | +17.8% | +16.1% | +26.7% |
| YTD | +30.7% | -15.1% | +45.8% | +33.8% |
| 1Y | +39.2% | +0.5% | +38.7% | +35.3% |
| 3Y | +120.4% | -7.7% | +128.1% | +104.9% |
| All | +148.7% | -32.1% | +180.8% | +138.6% |
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 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