-65.4%
AAL vs IWD
+212.1%
-277.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +4.1% |
| 7D | +8.3% | +1.3% | +7.0% | +6.4% |
| 30D | +11.0% | +3.6% | +7.4% | +5.1% |
| 3M | -11.2% | +2.3% | -13.5% | -14.1% |
| 6M | +6.1% | +13.0% | -7.0% | -12.7% |
| YTD | -7.6% | +26.2% | -33.8% | -36.1% |
| 1Y | +3.7% | +30.5% | -26.7% | -32.0% |
| 3Y | +20.5% | +86.2% | -65.7% | -54.0% |
| 5Y | -36.4% | +72.9% | -109.3% | -71.6% |
| 10Y | -65.4% | +205.0% | -270.5% | -93.1% |
| All | -65.4% | +212.1% | -277.5% | -93.1% |
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