-64.8%
AAL vs IWF
+422.7%
-487.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.4% |
| 7D | -0.9% | -0.9% | 0.0% | +0.1% |
| 30D | -12.9% | -1.7% | -11.1% | -11.2% |
| 3M | -11.2% | +0.7% | -11.9% | -11.9% |
| 6M | +17.8% | +8.6% | +9.3% | +8.2% |
| YTD | -15.1% | +3.5% | -18.6% | -17.9% |
| 1Y | +0.5% | +7.0% | -6.6% | -6.5% |
| 3Y | -7.7% | +76.3% | -84.0% | -49.6% |
| 5Y | -31.3% | +74.8% | -106.1% | -61.9% |
| All | -64.8% | +422.7% | -487.5% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling