-66.0%
AAL vs SHW
+343.1%
-409.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.4% | -2.1% | +5.6% | +4.9% |
| 30D | +11.7% | +11.1% | +0.6% | +5.0% |
| 3M | -7.8% | -2.2% | -5.6% | -6.6% |
| 6M | +10.2% | +14.3% | -4.1% | +2.5% |
| YTD | -8.0% | +10.6% | -18.6% | -12.8% |
| 1Y | +8.5% | +4.1% | +4.5% | +6.5% |
| 3Y | +19.5% | +42.9% | -23.4% | -2.1% |
| 5Y | -33.9% | +14.2% | -48.1% | -40.8% |
| 10Y | -66.0% | +346.7% | -412.7% | -86.9% |
| All | -66.0% | +343.1% | -409.1% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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