-64.8%
AAL vs FWONK
+340.2%
-405.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -12.9% | -7.7% | -5.1% | -9.6% |
| 3M | -11.2% | +5.7% | -16.9% | -14.1% |
| 6M | +17.8% | +13.5% | +4.4% | +10.4% |
| YTD | -15.1% | -3.0% | -12.2% | -14.9% |
| 1Y | +0.5% | -6.4% | +6.9% | +2.2% |
| 3Y | -7.7% | +43.8% | -51.5% | -24.9% |
| 5Y | -31.3% | +98.6% | -129.9% | -52.4% |
| All | -64.8% | +340.2% | -405.0% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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