-32.5%
AAL vs WAB
+231.1%
-263.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.1% |
| 7D | -0.3% | +1.7% | -2.0% | -1.7% |
| 30D | -19.0% | -2.4% | -16.6% | -17.4% |
| 3M | -5.1% | +9.7% | -14.7% | -13.4% |
| 6M | +15.5% | +16.5% | -1.0% | -0.4% |
| YTD | -15.8% | +33.7% | -49.5% | -35.6% |
| 1Y | -0.3% | +49.7% | -50.0% | -30.9% |
| 3Y | -7.7% | +170.9% | -178.6% | -62.9% |
| 5Y | -32.5% | +228.0% | -260.6% | -77.6% |
| All | -32.5% | +231.1% | -263.6% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling