-27.8%
AAL vs IWF
+1,160.7%
-1,188.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | -3.7% | +0.5% | -4.3% | -4.5% |
| 30D | -20.8% | -0.4% | -20.4% | -20.4% |
| 3M | -1.3% | -2.6% | +1.3% | +2.1% |
| 6M | +5.4% | +9.1% | -3.8% | -6.6% |
| YTD | -14.4% | +4.5% | -18.8% | -19.4% |
| 1Y | +2.1% | +10.1% | -8.0% | -11.1% |
| 3Y | -10.6% | +77.6% | -88.2% | -61.1% |
| 5Y | -32.2% | +73.7% | -105.9% | -69.7% |
| 10Y | -62.7% | +411.5% | -474.3% | -97.4% |
| All | -27.8% | +1,160.7% | -1,188.6% | -98.8% |
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