-8.8%
AAL vs ITW
+18.9%
-27.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | -0.9% | -2.4% | +1.4% | +1.4% |
| 30D | -16.0% | -9.5% | -6.4% | -7.4% |
| 3M | -4.2% | +6.6% | -10.9% | -10.8% |
| 6M | +15.7% | -1.8% | +17.4% | +16.7% |
| YTD | -16.2% | +9.0% | -25.2% | -24.3% |
| 1Y | +0.2% | +3.6% | -3.3% | -5.2% |
| All | -8.8% | +18.9% | -27.7% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling