+11.8%
AAL vs WAB
+168.8%
-157.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.4% |
| 7D | -0.1% | +5.1% | -5.1% | -3.5% |
| 30D | +11.7% | +4.0% | +7.7% | +8.5% |
| 3M | -12.5% | +0.1% | -12.6% | -12.8% |
| 6M | +3.6% | +12.8% | -9.2% | -6.7% |
| YTD | -14.1% | +40.1% | -54.2% | -35.3% |
| 1Y | +0.8% | +46.4% | -45.6% | -26.8% |
| 3Y | +11.8% | +167.4% | -155.6% | -48.7% |
| All | +11.8% | +168.8% | -157.0% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling