-27.8%
AAL vs SHW
+2,932.5%
-2,960.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -3.7% | -3.2% | -0.5% | -1.3% |
| 30D | -20.8% | -9.5% | -11.3% | -14.5% |
| 3M | -1.3% | +11.5% | -12.7% | -8.7% |
| 6M | +5.4% | -3.5% | +8.9% | +8.9% |
| YTD | -14.4% | +3.7% | -18.1% | -16.4% |
| 1Y | +2.1% | -7.9% | +10.0% | +8.1% |
| 3Y | -10.6% | +24.7% | -35.3% | -25.6% |
| 5Y | -32.2% | +13.6% | -45.8% | -42.2% |
| 10Y | -62.7% | +283.0% | -345.7% | -90.1% |
| All | -27.8% | +2,932.5% | -2,960.4% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling