-27.8%
AAL vs ITW
+1,015.9%
-1,043.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.9% |
| 7D | -3.7% | -3.6% | -0.2% | +0.2% |
| 30D | -20.8% | -9.1% | -11.7% | -12.0% |
| 3M | -1.3% | +8.2% | -9.5% | -9.8% |
| 6M | +5.4% | -4.8% | +10.1% | +10.6% |
| YTD | -14.4% | +11.0% | -25.4% | -24.6% |
| 1Y | +2.1% | +4.2% | -2.1% | -4.6% |
| 3Y | -10.6% | +17.3% | -27.8% | -26.0% |
| 5Y | -32.2% | +33.0% | -65.2% | -52.3% |
| 10Y | -62.7% | +182.3% | -245.0% | -88.6% |
| All | -27.8% | +1,015.9% | -1,043.8% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling