-35.2%
AAL vs ITW
+35.5%
-70.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.3% |
| 7D | -0.1% | +2.3% | -2.4% | -2.1% |
| 30D | +11.7% | +6.7% | +5.0% | +5.4% |
| 3M | -12.5% | -0.5% | -12.0% | -12.1% |
| 6M | +3.6% | +16.4% | -12.8% | -10.8% |
| YTD | -14.1% | +19.0% | -33.0% | -28.1% |
| 1Y | +0.8% | +20.2% | -19.4% | -16.9% |
| 3Y | +11.8% | +33.1% | -21.3% | -16.4% |
| All | -35.2% | +35.5% | -70.7% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling