+2.1%
AAL vs HWM
+48.6%
-46.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -3.7% | -2.1% | -1.6% | -2.9% |
| 30D | -20.8% | -11.0% | -9.8% | -16.1% |
| 3M | -1.3% | +4.0% | -5.3% | -4.8% |
| 6M | +5.4% | -0.2% | +5.6% | +2.4% |
| YTD | -14.4% | +26.7% | -41.0% | -23.6% |
| 1Y | +2.1% | +44.7% | -42.6% | -11.3% |
| All | +2.1% | +48.6% | -46.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling