-1.1%
AAL vs W
-0.9%
-0.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -4.7% |
| 7D | +2.9% | -1.7% | +4.6% | +3.6% |
| 30D | +6.5% | +3.2% | +3.2% | +5.4% |
| 3M | -10.9% | +8.3% | -19.1% | -13.5% |
| 6M | +4.9% | +84.3% | -79.4% | -17.1% |
| YTD | -13.2% | +11.0% | -24.2% | -24.1% |
| 1Y | -1.1% | -0.2% | -0.9% | -11.9% |
| All | -1.1% | -0.9% | -0.2% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling