-26.8%
AAL vs WAB
+2,415.4%
-2,442.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -4.7% |
| 7D | +2.9% | +7.9% | -5.0% | -2.8% |
| 30D | +6.5% | +4.9% | +1.6% | +2.6% |
| 3M | -10.9% | +1.8% | -12.6% | -12.3% |
| 6M | +4.9% | +12.0% | -7.1% | -5.4% |
| YTD | -13.2% | +41.3% | -54.5% | -34.7% |
| 1Y | -1.1% | +43.8% | -44.9% | -26.7% |
| 3Y | +12.8% | +171.1% | -158.3% | -49.2% |
| 5Y | -34.4% | +217.7% | -252.1% | -73.8% |
| 10Y | -67.9% | +272.3% | -340.3% | -89.5% |
| All | -26.8% | +2,415.4% | -2,442.2% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling