+13.0%
AAL vs W
+123.5%
-110.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.4% |
| 7D | +4.6% | -3.6% | +8.2% | +5.7% |
| 30D | +2.6% | +7.0% | -4.4% | +0.4% |
| 3M | -17.8% | +7.4% | -25.1% | -19.9% |
| 6M | +1.9% | +69.3% | -67.4% | -14.9% |
| YTD | -14.0% | +11.3% | -25.3% | -20.4% |
| 1Y | +0.2% | +13.2% | -13.0% | -8.2% |
| 3Y | +13.0% | +142.0% | -129.0% | -26.7% |
| All | +13.0% | +123.5% | -110.4% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling