-65.1%
AAL vs WAB
+282.7%
-347.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.3% |
| 7D | -1.3% | +0.2% | -1.5% | -1.5% |
| 30D | -13.7% | -4.6% | -9.2% | -10.6% |
| 3M | -8.2% | +5.6% | -13.8% | -13.1% |
| 6M | +13.1% | +13.8% | -0.7% | +0.7% |
| YTD | -15.6% | +31.9% | -47.4% | -33.0% |
| 1Y | +1.4% | +48.3% | -46.8% | -26.7% |
| 3Y | -7.4% | +167.1% | -174.6% | -58.1% |
| 5Y | -35.9% | +222.9% | -258.8% | -74.9% |
| 10Y | -65.1% | +289.9% | -355.0% | -89.5% |
| All | -65.1% | +282.7% | -347.8% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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