-27.6%
AAL vs IWF
+1,074.8%
-1,102.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | +0.5% |
| 7D | -0.1% | +2.8% | -2.9% | -3.8% |
| 30D | +11.7% | -7.5% | +19.3% | +23.8% |
| 3M | -12.5% | -8.5% | -4.1% | -1.6% |
| 6M | +3.6% | -7.4% | +11.0% | +14.4% |
| YTD | -14.1% | -2.6% | -11.4% | -11.3% |
| 1Y | +0.8% | -1.8% | +2.6% | +2.8% |
| 3Y | +11.8% | +65.5% | -53.7% | -46.5% |
| 5Y | -35.1% | +55.8% | -90.9% | -66.1% |
| 10Y | -68.3% | +384.9% | -453.1% | -97.6% |
| All | -27.6% | +1,074.8% | -1,102.4% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling