-29.3%
AAL vs KWEB
+24.8%
-54.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.8% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | -19.0% | -11.5% | -7.5% | -15.6% |
| 3M | -5.1% | -2.9% | -2.2% | -4.4% |
| 6M | +15.5% | -14.6% | +30.1% | +21.5% |
| YTD | -15.8% | -25.5% | +9.7% | -7.3% |
| 1Y | -0.3% | -31.1% | +30.8% | +12.5% |
| 3Y | -7.7% | +3.0% | -10.6% | -12.5% |
| 5Y | -32.5% | -42.6% | +10.1% | -26.2% |
| 10Y | -66.0% | -21.1% | -44.8% | -71.6% |
| All | -29.3% | +24.8% | -54.2% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling