+32.9%
XLV vs AAL
+4.4%
+28.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.3% | +2.5% |
| 7D | +5.5% | +8.3% | -2.8% | +4.8% |
| 30D | +13.3% | +6.2% | +7.1% | +12.6% |
| 3M | +17.4% | -17.7% | +35.1% | +18.9% |
| 6M | +32.1% | +15.4% | +16.7% | +28.9% |
| YTD | +24.0% | -11.1% | +35.1% | +22.6% |
| 1Y | +32.9% | +7.7% | +25.1% | +28.9% |
| All | +32.9% | +4.4% | +28.5% | +28.9% |
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 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