+399.4%
XOM vs AAL
-33.8%
+433.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | +1.8% | -3.7% | +5.5% | +2.1% |
| 30D | +5.9% | -20.8% | +26.7% | +8.2% |
| 3M | +5.6% | -1.3% | +6.8% | +5.1% |
| 6M | +7.9% | +5.4% | +2.5% | +6.0% |
| YTD | +35.2% | -14.4% | +49.5% | +35.4% |
| 1Y | +46.0% | +2.1% | +43.9% | +43.0% |
| 3Y | +55.0% | -10.6% | +65.6% | +50.2% |
| 5Y | +246.3% | -32.2% | +278.5% | +238.0% |
| 10Y | +181.0% | -62.7% | +243.7% | +172.5% |
| All | +399.4% | -33.8% | +433.2% | +260.1% |
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