-34.4%
AAL vs IWD
+73.1%
-107.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -4.8% |
| 7D | +2.9% | +1.7% | +1.3% | 0.0% |
| 30D | +6.5% | +3.2% | +3.3% | +1.0% |
| 3M | -10.9% | +2.3% | -13.1% | -14.0% |
| 6M | +4.9% | +12.9% | -8.1% | -15.3% |
| YTD | -13.2% | +26.2% | -39.4% | -42.2% |
| 1Y | -1.1% | +28.3% | -29.4% | -36.0% |
| 3Y | +12.8% | +84.4% | -71.6% | -60.0% |
| 5Y | -34.4% | +73.0% | -107.4% | -72.2% |
| All | -34.4% | +73.1% | -107.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling