-36.4%
AAL vs SHW
+16.8%
-53.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.0% | +3.4% | +4.8% |
| 7D | +8.3% | +1.6% | +6.7% | +7.3% |
| 30D | +11.0% | +12.1% | -1.1% | +3.0% |
| 3M | -11.2% | -3.0% | -8.2% | -9.4% |
| 6M | +6.1% | +13.5% | -7.5% | -1.9% |
| YTD | -7.6% | +11.2% | -18.9% | -13.4% |
| 1Y | +3.7% | +6.2% | -2.5% | 0.0% |
| 3Y | +20.5% | +45.6% | -25.1% | -4.0% |
| 5Y | -36.4% | +15.6% | -52.0% | -53.6% |
| All | -36.4% | +16.8% | -53.2% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling