-65.8%
AAL vs HWM
+1,494.1%
-1,559.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 3M | -1.3% | +4.0% | -5.3% | -4.8% |
| 6M | +5.4% | -0.2% | +5.6% | +4.3% |
| YTD | -14.4% | +26.7% | -41.0% | -27.8% |
| 1Y | +2.1% | +44.7% | -42.6% | -21.7% |
| 3Y | -10.6% | +426.1% | -436.6% | -73.0% |
| 5Y | -32.2% | +738.5% | -770.7% | -84.9% |
| All | -65.8% | +1,494.1% | -1,559.9% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling