-65.1%
AAL vs W
+142.4%
-207.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.3% | +5.9% | -7.2% | -2.5% |
| 30D | -13.7% | -3.0% | -10.7% | -13.3% |
| 3M | -8.2% | +40.3% | -48.5% | -15.5% |
| 6M | +13.1% | +32.2% | -19.1% | +4.8% |
| YTD | -15.6% | -0.3% | -15.3% | -17.6% |
| 1Y | +1.4% | +16.2% | -14.8% | -5.4% |
| 3Y | -7.4% | +40.7% | -48.2% | -23.0% |
| 5Y | -35.9% | -62.3% | +26.4% | -41.6% |
| 10Y | -65.1% | +162.2% | -227.4% | -83.8% |
| All | -65.1% | +142.4% | -207.5% | -83.8% |
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