-68.6%
AAL vs WEC
+195.5%
-264.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | +1.5% | -1.6% | -0.4% |
| 30D | +11.7% | +10.2% | +1.5% | +9.2% |
| 3M | -12.5% | +7.6% | -20.1% | -14.1% |
| 6M | +3.6% | +6.6% | -3.0% | +1.9% |
| YTD | -14.1% | +14.4% | -28.5% | -17.1% |
| 1Y | +0.8% | +8.8% | -8.1% | -1.6% |
| 3Y | +11.8% | +63.3% | -51.5% | -2.2% |
| 5Y | -35.1% | +56.0% | -91.1% | -43.2% |
| All | -68.6% | +195.5% | -264.1% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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