-65.2%
AAL vs GWW
+565.7%
-630.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.9% | -3.1% | +2.2% | +0.8% |
| 30D | -16.0% | -2.3% | -13.6% | -15.0% |
| 3M | -4.2% | -3.3% | -0.9% | -3.0% |
| 6M | +15.7% | +15.4% | +0.3% | +6.2% |
| YTD | -16.2% | +26.7% | -42.9% | -27.3% |
| 1Y | +0.2% | +29.0% | -28.7% | -13.9% |
| 3Y | -8.1% | +89.0% | -97.1% | -35.4% |
| 5Y | -32.2% | +221.8% | -254.0% | -64.4% |
| All | -65.2% | +565.7% | -630.9% | -85.1% |
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