-35.9%
AAL vs TW
+20.0%
-56.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -13.7% | -0.6% | -13.1% | -13.7% |
| 3M | -8.2% | +3.4% | -11.6% | -9.8% |
| 6M | +13.1% | -18.4% | +31.6% | +19.0% |
| YTD | -15.6% | -3.9% | -11.7% | -16.4% |
| 1Y | +1.4% | -13.3% | +14.7% | +4.1% |
| 3Y | -7.4% | +20.8% | -28.3% | -22.2% |
| 5Y | -35.9% | +20.3% | -56.2% | -47.6% |
| All | -35.9% | +20.0% | -56.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling