-32.8%
AAL vs W
-63.2%
+30.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.6% |
| 7D | -3.7% | -4.2% | +0.4% | -2.7% |
| 30D | -20.8% | -7.6% | -13.2% | -19.3% |
| 3M | -1.3% | +37.2% | -38.4% | -10.0% |
| 6M | +5.4% | +26.3% | -20.9% | -2.6% |
| YTD | -14.4% | -1.0% | -13.4% | -16.7% |
| 1Y | +2.1% | +20.1% | -18.0% | -6.9% |
| 3Y | -10.6% | +37.8% | -48.3% | -28.4% |
| All | -32.8% | -63.2% | +30.4% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling