-26.8%
AAL vs IWD
+516.8%
-543.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -4.9% |
| 7D | +2.9% | +1.7% | +1.3% | +0.3% |
| 30D | +6.5% | +3.2% | +3.3% | +1.5% |
| 3M | -10.9% | +2.3% | -13.1% | -13.7% |
| 6M | +4.9% | +12.9% | -8.1% | -13.5% |
| YTD | -13.2% | +26.2% | -39.4% | -40.0% |
| 1Y | -1.1% | +28.3% | -29.4% | -33.4% |
| 3Y | +12.8% | +84.4% | -71.6% | -56.8% |
| 5Y | -34.4% | +73.0% | -107.4% | -71.0% |
| 10Y | -67.9% | +203.3% | -271.3% | -93.9% |
| All | -26.8% | +516.8% | -543.7% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling