-56.0%
AAL vs W
+217.9%
-273.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +3.4% | -7.4% | +10.8% | +5.0% |
| 30D | +11.7% | +7.8% | +3.9% | +10.1% |
| 3M | -7.8% | +10.9% | -18.7% | -9.9% |
| 6M | +10.2% | +86.4% | -76.2% | -3.4% |
| YTD | -8.0% | +14.0% | -22.0% | -12.4% |
| 1Y | +8.5% | +3.5% | +5.0% | +5.0% |
| 3Y | +19.5% | +164.8% | -145.3% | -8.9% |
| 5Y | -33.9% | -53.1% | +19.2% | -41.7% |
| 10Y | -66.0% | +220.4% | -286.5% | -81.4% |
| All | -56.0% | +217.9% | -273.9% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling