-67.8%
AAL vs SW
+185.4%
-253.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -4.8% |
| 7D | +1.2% | +4.7% | -3.5% | +0.1% |
| 30D | -0.5% | +5.0% | -5.5% | -1.7% |
| 3M | -22.0% | -7.3% | -14.7% | -20.5% |
| 6M | +4.5% | +15.0% | -10.5% | +1.3% |
| YTD | -15.7% | +18.5% | -34.2% | -19.1% |
| 1Y | -3.7% | +27.1% | -30.8% | -9.2% |
| 3Y | +7.9% | +49.3% | -41.4% | -1.9% |
| 5Y | -40.7% | -1.6% | -39.1% | -44.4% |
| All | -67.8% | +185.4% | -253.1% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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