-27.6%
AAL vs IWD
+504.5%
-532.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.5% |
| 7D | +4.6% | -0.5% | +5.1% | +5.6% |
| 30D | +2.6% | +2.7% | -0.1% | -1.5% |
| 3M | -17.8% | +0.9% | -18.7% | -18.7% |
| 6M | +1.9% | +10.5% | -8.7% | -13.1% |
| YTD | -14.0% | +23.7% | -37.7% | -38.6% |
| 1Y | +0.2% | +28.7% | -28.5% | -33.0% |
| 3Y | +13.0% | +79.7% | -66.7% | -54.9% |
| 5Y | -39.6% | +69.7% | -109.3% | -72.5% |
| 10Y | -65.7% | +211.4% | -277.1% | -93.8% |
| All | -27.6% | +504.5% | -532.0% | -94.4% |
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