+327.2%
AAL vs SW
+755.0%
-427.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +1.0% |
| 7D | -3.7% | -5.1% | +1.4% | -3.0% |
| 30D | -20.8% | -4.6% | -16.2% | -20.2% |
| 3M | -1.3% | +9.4% | -10.7% | -2.4% |
| 6M | +5.4% | +3.5% | +1.9% | +4.9% |
| YTD | -14.4% | +22.0% | -36.4% | -16.8% |
| 1Y | +2.1% | +2.2% | -0.1% | +1.3% |
| 3Y | -10.6% | +19.6% | -30.1% | -13.5% |
| 5Y | -32.2% | -2.3% | -29.9% | -34.7% |
| 10Y | -62.7% | +181.4% | -244.1% | -68.1% |
| All | +327.2% | +755.0% | -427.8% | +248.2% |
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