+656.0%
XLV vs AAL
-35.2%
+691.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | -1.4% | -16.0% | +14.6% | +0.2% |
| 3M | +8.9% | -4.2% | +13.1% | +9.0% |
| 6M | +9.1% | +15.7% | -6.6% | +7.0% |
| YTD | +7.9% | -16.2% | +24.1% | +8.9% |
| 1Y | +22.7% | +0.2% | +22.5% | +21.5% |
| 3Y | +31.9% | -8.1% | +40.0% | +28.9% |
| 5Y | +34.9% | -32.2% | +67.1% | +33.0% |
| 10Y | +173.9% | -65.4% | +239.2% | +169.1% |
| All | +656.0% | -35.2% | +691.2% | +464.8% |
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