-64.8%
AAL vs IWD
+198.0%
-262.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +2.4% |
| 7D | -3.7% | -0.3% | -3.5% | -3.3% |
| 30D | -20.8% | +0.6% | -21.4% | -21.6% |
| 3M | -1.3% | +7.2% | -8.5% | -11.8% |
| 6M | +5.4% | +16.2% | -10.8% | -16.9% |
| YTD | -14.4% | +23.3% | -37.7% | -38.7% |
| 1Y | +2.1% | +29.6% | -27.5% | -32.4% |
| 3Y | -10.6% | +70.5% | -81.0% | -60.7% |
| 5Y | -32.2% | +73.5% | -105.7% | -69.9% |
| All | -64.8% | +198.0% | -262.9% | -92.2% |
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