+30.8%
XLV vs AAL
-7.2%
+38.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.6% | -0.9% | -2.6% | -3.5% |
| 30D | -1.8% | -12.9% | +11.0% | -0.7% |
| 3M | +7.8% | -11.2% | +19.0% | +8.6% |
| 6M | +9.1% | +17.8% | -8.7% | +6.8% |
| YTD | +7.7% | -15.1% | +22.9% | +8.3% |
| 1Y | +20.4% | +0.5% | +20.0% | +19.0% |
| 3Y | +30.8% | -7.7% | +38.4% | +24.3% |
| All | +30.8% | -7.2% | +38.0% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling