-27.6%
AAL vs GWW
+3,252.4%
-3,280.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | -0.1% | +3.6% | -3.6% | -2.7% |
| 30D | +11.7% | +12.1% | -0.4% | +2.5% |
| 3M | -12.5% | +12.9% | -25.5% | -20.5% |
| 6M | +3.6% | +19.3% | -15.7% | -10.4% |
| YTD | -14.1% | +48.7% | -62.8% | -37.7% |
| 1Y | +0.8% | +60.5% | -59.7% | -31.2% |
| 3Y | +11.8% | +93.3% | -81.5% | -34.2% |
| 5Y | -35.1% | +219.0% | -254.1% | -75.0% |
| 10Y | -68.3% | +659.0% | -727.2% | -94.9% |
| All | -27.6% | +3,252.4% | -3,280.1% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling