-65.4%
AAL vs W
+268.4%
-333.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +6.4% |
| 7D | +8.3% | +3.3% | +5.0% | +7.5% |
| 30D | +11.0% | +10.5% | +0.4% | +8.6% |
| 3M | -11.2% | +9.6% | -20.8% | -13.1% |
| 6M | +6.1% | +76.4% | -70.3% | -7.3% |
| YTD | -7.6% | +16.4% | -24.0% | -12.9% |
| 1Y | +3.7% | +9.3% | -5.6% | -1.2% |
| 3Y | +20.5% | +172.8% | -152.3% | -11.5% |
| 5Y | -36.4% | -53.4% | +17.0% | -44.4% |
| 10Y | -65.4% | +243.6% | -309.1% | -84.2% |
| All | -65.4% | +268.4% | -333.9% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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