-61.1%
AAL vs TW
+206.7%
-267.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.5% |
| 7D | -0.9% | -4.5% | +3.6% | +0.2% |
| 30D | -12.9% | -2.3% | -10.6% | -12.4% |
| 3M | -11.2% | +2.6% | -13.8% | -12.4% |
| 6M | +17.8% | -17.5% | +35.4% | +22.6% |
| YTD | -15.1% | -5.3% | -9.8% | -15.5% |
| 1Y | +0.5% | -14.8% | +15.2% | +3.1% |
| 3Y | -7.7% | +18.8% | -26.5% | -17.0% |
| 5Y | -31.3% | +20.7% | -52.1% | -40.1% |
| All | -61.1% | +206.7% | -267.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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