+19.7%
AAL vs IWD
+85.5%
-65.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -1.0% |
| 7D | +3.4% | -0.6% | +4.0% | +4.8% |
| 30D | +11.7% | +3.6% | +8.1% | +4.5% |
| 3M | -7.8% | +2.7% | -10.4% | -12.2% |
| 6M | +10.2% | +13.2% | -3.0% | -13.5% |
| YTD | -8.0% | +26.8% | -34.8% | -41.9% |
| 1Y | +8.5% | +29.3% | -20.7% | -34.0% |
| All | +19.7% | +85.5% | -65.8% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling