+20.5%
AAL vs SHW
+43.4%
-22.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.0% | +3.4% | +4.3% |
| 7D | +8.3% | +1.6% | +6.7% | +7.1% |
| 30D | +11.0% | +12.1% | -1.1% | +1.7% |
| 3M | -11.2% | -3.0% | -8.2% | -9.1% |
| 6M | +6.1% | +13.5% | -7.5% | -3.3% |
| YTD | -7.6% | +11.2% | -18.9% | -14.5% |
| 1Y | +3.7% | +6.2% | -2.5% | -1.1% |
| 3Y | +20.5% | +45.6% | -25.1% | -10.7% |
| All | +20.5% | +43.4% | -22.9% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling