-66.0%
AAL vs AWK
+157.4%
-223.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | +10.1% | +2.7% | +7.4% | +9.3% |
| 30D | +10.6% | +16.7% | -6.1% | +6.6% |
| 3M | -5.9% | +11.7% | -17.7% | -8.5% |
| 6M | +5.7% | +21.9% | -16.2% | +0.5% |
| YTD | -8.0% | +17.6% | -25.6% | -12.2% |
| 1Y | +6.0% | +19.8% | -13.8% | +0.6% |
| 3Y | +19.6% | +31.0% | -11.4% | +6.8% |
| 5Y | -34.6% | -3.0% | -31.6% | -36.3% |
| All | -66.0% | +157.4% | -223.4% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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