-65.1%
AAL vs SHW
+275.0%
-340.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.2% |
| 7D | -1.3% | -3.2% | +1.9% | +0.6% |
| 30D | -13.7% | -11.4% | -2.3% | -7.4% |
| 3M | -8.2% | +3.5% | -11.6% | -9.5% |
| 6M | +13.1% | -3.4% | +16.5% | +16.0% |
| YTD | -15.6% | -0.3% | -15.2% | -14.9% |
| 1Y | +1.4% | -10.4% | +11.8% | +7.9% |
| 3Y | -7.4% | +21.3% | -28.7% | -16.5% |
| 5Y | -35.9% | +12.9% | -48.8% | -41.8% |
| 10Y | -65.1% | +284.1% | -349.2% | -84.3% |
| All | -65.1% | +275.0% | -340.1% | -84.3% |
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