-66.0%
AAL vs WAB
+282.0%
-348.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.7% |
| 7D | +10.1% | +4.0% | +6.0% | +6.9% |
| 30D | +10.6% | +6.3% | +4.3% | +5.3% |
| 3M | -5.9% | +3.3% | -9.2% | -8.6% |
| 6M | +5.7% | +14.5% | -8.8% | -6.5% |
| YTD | -8.0% | +42.7% | -50.6% | -31.6% |
| 1Y | +6.0% | +45.2% | -39.2% | -22.3% |
| 3Y | +19.6% | +173.8% | -154.2% | -47.2% |
| 5Y | -34.6% | +223.8% | -258.4% | -74.7% |
| All | -66.0% | +282.0% | -348.0% | -90.1% |
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