-34.4%
AAL vs TW
+41.5%
-75.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.8% |
| 7D | +2.9% | +3.2% | -0.3% | +2.2% |
| 30D | +6.5% | +19.7% | -13.2% | +2.1% |
| 3M | -10.9% | +26.8% | -37.7% | -15.8% |
| 6M | +4.9% | +20.9% | -16.0% | -0.5% |
| YTD | -13.2% | +22.9% | -36.1% | -18.8% |
| 1Y | -1.1% | +20.4% | -21.5% | -7.0% |
| 3Y | +12.8% | +42.9% | -30.1% | -6.8% |
| 5Y | -34.4% | +40.2% | -74.6% | -49.8% |
| All | -34.4% | +41.5% | -75.9% | -49.8% |
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