-68.6%
AAL vs GWW
+658.3%
-726.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -0.1% | +3.6% | -3.6% | -2.0% |
| 30D | +11.7% | +12.1% | -0.4% | +5.0% |
| 3M | -12.5% | +12.9% | -25.5% | -18.4% |
| 6M | +3.6% | +19.3% | -15.7% | -6.7% |
| YTD | -14.1% | +48.7% | -62.8% | -32.0% |
| 1Y | +0.8% | +60.5% | -59.7% | -23.6% |
| 3Y | +11.8% | +93.3% | -81.5% | -23.1% |
| 5Y | -35.1% | +219.0% | -254.1% | -66.2% |
| All | -68.6% | +658.3% | -726.9% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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