+11.8%
AAL vs GWW
+93.2%
-81.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.5% |
| 7D | -0.1% | +3.6% | -3.6% | -2.4% |
| 30D | +11.7% | +12.1% | -0.4% | +3.7% |
| 3M | -12.5% | +12.9% | -25.5% | -19.5% |
| 6M | +3.6% | +19.3% | -15.7% | -9.0% |
| YTD | -14.1% | +48.7% | -62.8% | -36.8% |
| 1Y | +0.8% | +60.5% | -59.7% | -30.5% |
| 3Y | +11.8% | +93.3% | -81.5% | -35.8% |
| All | +11.8% | +93.2% | -81.4% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling