-66.0%
AAL vs IWD
+205.2%
-271.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.8% |
| 7D | +3.4% | -0.6% | +4.0% | +4.6% |
| 30D | +11.7% | +3.6% | +8.1% | +5.8% |
| 3M | -7.8% | +2.7% | -10.4% | -11.3% |
| 6M | +10.2% | +13.2% | -3.0% | -9.4% |
| YTD | -8.0% | +26.8% | -34.8% | -36.9% |
| 1Y | +8.5% | +29.3% | -20.7% | -27.8% |
| 3Y | +19.5% | +85.1% | -65.6% | -54.0% |
| 5Y | -33.9% | +74.2% | -108.1% | -70.9% |
| 10Y | -66.0% | +204.6% | -270.6% | -93.6% |
| All | -66.0% | +205.2% | -271.3% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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