-40.8%
AAL vs WEC
+51.2%
-92.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +2.6% | +12.3% | -9.7% | +0.7% |
| 3M | -17.8% | +8.3% | -26.0% | -18.8% |
| 6M | +1.9% | +3.5% | -1.6% | +1.2% |
| YTD | -14.0% | +12.7% | -26.7% | -15.8% |
| 1Y | +0.2% | +8.2% | -7.9% | -1.2% |
| 3Y | +13.0% | +55.9% | -42.8% | +3.5% |
| All | -40.8% | +51.2% | -92.0% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling