+2,298.1%
XLK vs AAL
-34.8%
+2,332.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | +0.8% | -13.7% | +14.6% | +3.0% |
| 3M | +4.1% | -8.2% | +12.2% | +5.0% |
| 6M | +34.8% | +13.1% | +21.6% | +31.6% |
| YTD | +30.8% | -15.6% | +46.4% | +32.9% |
| 1Y | +42.4% | +1.4% | +40.9% | +40.3% |
| 3Y | +121.8% | -7.4% | +129.2% | +116.1% |
| 5Y | +146.6% | -35.9% | +182.6% | +148.2% |
| 10Y | +804.3% | -65.1% | +869.4% | +804.0% |
| All | +2,298.1% | -34.8% | +2,332.9% | +1,606.7% |
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