-32.2%
AAL vs IWF
+71.2%
-103.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.4% |
| 7D | -0.9% | -1.7% | +0.8% | +1.1% |
| 30D | -16.0% | -1.8% | -14.1% | -14.2% |
| 3M | -4.2% | +1.5% | -5.7% | -5.8% |
| 6M | +15.7% | +7.7% | +8.0% | +6.4% |
| YTD | -16.2% | +2.7% | -18.9% | -18.5% |
| 1Y | +0.2% | +6.8% | -6.5% | -7.0% |
| 3Y | -8.1% | +76.9% | -84.9% | -52.7% |
| 5Y | -32.2% | +73.4% | -105.6% | -64.4% |
| All | -32.2% | +71.2% | -103.4% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling