+343.5%
AAL vs SW
+743.1%
-399.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +5.7% |
| 7D | +8.3% | +12.1% | -3.7% | +6.5% |
| 30D | +6.2% | +6.6% | -0.3% | +5.3% |
| 3M | -17.7% | -6.0% | -11.7% | -16.9% |
| 6M | +15.4% | +21.5% | -6.1% | +12.5% |
| YTD | -11.1% | +20.3% | -31.4% | -13.4% |
| 1Y | +7.7% | +28.1% | -20.4% | +4.0% |
| 3Y | +13.8% | +51.6% | -37.8% | +7.6% |
| 5Y | -33.9% | -0.1% | -33.8% | -36.4% |
| 10Y | -64.5% | +189.7% | -254.2% | -69.6% |
| All | +343.5% | +743.1% | -399.6% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling