-65.5%
AAL vs W
+228.8%
-294.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | +0.5% |
| 7D | +10.1% | +1.1% | +9.0% | +9.8% |
| 30D | +10.6% | +6.4% | +4.2% | +9.1% |
| 3M | -5.9% | +9.0% | -14.9% | -7.9% |
| 6M | +5.7% | +69.8% | -64.1% | -6.9% |
| YTD | -8.0% | +12.1% | -20.0% | -12.5% |
| 1Y | +6.0% | 0.0% | +6.0% | +2.9% |
| 3Y | +19.6% | +160.3% | -140.8% | -11.4% |
| 5Y | -34.6% | -53.3% | +18.7% | -42.7% |
| 10Y | -65.5% | +217.0% | -282.4% | -84.2% |
| All | -65.5% | +228.8% | -294.3% | -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