-64.8%
AAL vs KWEB
-19.7%
-45.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | -0.9% | -5.6% | +4.7% | +1.0% |
| 30D | -12.9% | -10.7% | -2.2% | -9.6% |
| 3M | -11.2% | -7.4% | -3.8% | -9.1% |
| 6M | +17.8% | -19.3% | +37.2% | +26.0% |
| YTD | -15.1% | -27.8% | +12.6% | -6.0% |
| 1Y | +0.5% | -35.9% | +36.4% | +15.6% |
| 3Y | -7.7% | -1.9% | -5.7% | -10.8% |
| 5Y | -31.3% | -43.2% | +11.8% | -24.2% |
| All | -64.8% | -19.7% | -45.1% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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