+192.9%
XOM vs AAL
-63.7%
+256.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +4.1% | -0.9% | +5.0% | +4.2% |
| 30D | +4.6% | -12.9% | +17.4% | +6.6% |
| 3M | +14.0% | -11.2% | +25.2% | +15.1% |
| 6M | +11.0% | +17.8% | -6.9% | +5.8% |
| YTD | +40.7% | -15.1% | +55.8% | +41.2% |
| 1Y | +52.3% | +0.5% | +51.8% | +47.4% |
| 3Y | +60.5% | -7.7% | +68.1% | +50.5% |
| 5Y | +266.4% | -31.3% | +297.8% | +249.3% |
| All | +192.9% | -63.7% | +256.6% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling