-64.8%
AAL vs ITW
+194.8%
-259.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.2% |
| 30D | -12.9% | -8.3% | -4.5% | -4.7% |
| 3M | -11.2% | +6.0% | -17.2% | -17.0% |
| 6M | +17.8% | 0.0% | +17.9% | +17.1% |
| YTD | -15.1% | +10.2% | -25.4% | -24.2% |
| 1Y | +0.5% | +3.2% | -2.8% | -4.7% |
| 3Y | -7.7% | +21.0% | -28.6% | -25.4% |
| 5Y | -31.3% | +37.9% | -69.3% | -52.7% |
| All | -64.8% | +194.8% | -259.6% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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