-63.1%
AAL vs SW
+147.8%
-210.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.9% |
| 7D | -3.7% | -5.1% | +1.4% | -2.5% |
| 30D | -20.8% | -4.6% | -16.2% | -19.9% |
| 3M | -1.3% | +9.4% | -10.7% | -3.2% |
| 6M | +5.4% | +3.5% | +1.9% | +4.5% |
| YTD | -14.4% | +22.0% | -36.4% | -18.4% |
| 1Y | +2.1% | +2.2% | -0.1% | +0.6% |
| 3Y | -10.6% | +19.6% | -30.1% | -15.7% |
| 5Y | -32.2% | -2.3% | -29.9% | -36.5% |
| All | -63.1% | +147.8% | -210.9% | -72.1% |
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