-68.6%
AAL vs HWM
+1,487.1%
-1,555.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.4% |
| 7D | -0.1% | +7.3% | -7.4% | -4.3% |
| 30D | +11.7% | +1.6% | +10.1% | +9.3% |
| 3M | -12.5% | -21.9% | +9.3% | -0.1% |
| 6M | +3.6% | -19.0% | +22.7% | +15.3% |
| YTD | -14.1% | +7.9% | -22.0% | -21.4% |
| 1Y | +0.8% | +9.9% | -9.2% | -9.2% |
| 3Y | +11.8% | +342.1% | -330.3% | -63.2% |
| 5Y | -35.1% | +600.8% | -635.9% | -84.2% |
| All | -68.6% | +1,487.1% | -1,555.7% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling