-27.8%
AAL vs GWW
+2,876.3%
-2,904.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -3.7% | +1.4% | -5.1% | -4.8% |
| 30D | -20.8% | +3.3% | -24.1% | -22.9% |
| 3M | -1.3% | +2.9% | -4.2% | -4.1% |
| 6M | +5.4% | +15.8% | -10.4% | -6.5% |
| YTD | -14.4% | +32.0% | -46.4% | -31.9% |
| 1Y | +2.1% | +29.9% | -27.8% | -18.0% |
| 3Y | -10.6% | +91.1% | -101.6% | -46.9% |
| 5Y | -32.2% | +223.9% | -256.1% | -74.4% |
| 10Y | -62.7% | +567.0% | -629.7% | -93.4% |
| All | -27.8% | +2,876.3% | -2,904.1% | -97.7% |
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