-22.5%
AAL vs IWF
+1,092.5%
-1,115.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -3.2% |
| 7D | +3.4% | -1.1% | +4.5% | +4.8% |
| 30D | +11.7% | -8.3% | +20.0% | +25.3% |
| 3M | -7.8% | -5.6% | -2.2% | -0.7% |
| 6M | +10.2% | -5.4% | +15.7% | +18.2% |
| YTD | -8.0% | -1.2% | -6.8% | -7.0% |
| 1Y | +8.5% | -2.7% | +11.2% | +12.0% |
| 3Y | +19.5% | +67.8% | -48.3% | -43.9% |
| 5Y | -33.9% | +60.1% | -94.0% | -66.8% |
| 10Y | -66.0% | +392.2% | -458.2% | -97.5% |
| All | -22.5% | +1,092.5% | -1,115.0% | -98.6% |
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