-35.9%
AAL vs GWW
+221.1%
-257.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -13.7% | -1.4% | -12.3% | -13.1% |
| 3M | -8.2% | -3.6% | -4.5% | -6.6% |
| 6M | +13.1% | +15.1% | -2.0% | +2.7% |
| YTD | -15.6% | +27.5% | -43.1% | -28.6% |
| 1Y | +1.4% | +29.6% | -28.2% | -15.2% |
| 3Y | -7.4% | +90.1% | -97.5% | -37.6% |
| 5Y | -35.9% | +222.6% | -258.6% | -67.0% |
| All | -35.9% | +221.1% | -257.0% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling