+82.5%
AAL vs GWRE
+749.2%
-666.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +1.6% |
| 7D | -1.3% | -26.2% | +24.9% | +6.4% |
| 30D | -13.7% | -17.8% | +4.0% | -10.1% |
| 3M | -8.2% | +14.2% | -22.4% | -14.1% |
| 6M | +13.1% | -12.9% | +26.0% | +12.3% |
| YTD | -15.6% | -29.2% | +13.6% | -11.4% |
| 1Y | +1.4% | -44.4% | +45.8% | +14.9% |
| 3Y | -7.4% | +51.1% | -58.5% | -28.5% |
| 5Y | -35.9% | +16.5% | -52.5% | -47.4% |
| 10Y | -65.1% | +131.6% | -196.7% | -77.6% |
| All | +82.5% | +749.2% | -666.7% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling