-40.8%
AAL vs IWD
+68.9%
-109.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.6% |
| 7D | +4.6% | -0.5% | +5.1% | +5.7% |
| 30D | +2.6% | +2.7% | -0.1% | -2.0% |
| 3M | -17.8% | +0.9% | -18.7% | -18.8% |
| 6M | +1.9% | +10.5% | -8.7% | -14.6% |
| YTD | -14.0% | +23.7% | -37.7% | -40.7% |
| 1Y | +0.2% | +28.7% | -28.5% | -35.6% |
| 3Y | +13.0% | +79.7% | -66.7% | -58.0% |
| All | -40.8% | +68.9% | -109.7% | -74.0% |
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