-64.8%
AAL vs GWRE
+131.0%
-195.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | -0.9% | -13.2% | +12.3% | +3.0% |
| 30D | -12.9% | -18.6% | +5.7% | -9.0% |
| 3M | -11.2% | +18.9% | -30.1% | -18.3% |
| 6M | +17.8% | -11.0% | +28.8% | +16.0% |
| YTD | -15.1% | -29.9% | +14.8% | -10.2% |
| 1Y | +0.5% | -44.3% | +44.8% | +15.1% |
| 3Y | -7.7% | +51.7% | -59.3% | -31.8% |
| 5Y | -31.3% | +15.4% | -46.8% | -45.4% |
| All | -64.8% | +131.0% | -195.8% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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