-27.6%
AAL vs WEC
+1,042.3%
-1,069.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.1% |
| 7D | +4.6% | -0.2% | +4.8% | +4.7% |
| 30D | +2.6% | +12.3% | -9.7% | -4.1% |
| 3M | -17.8% | +8.3% | -26.0% | -21.6% |
| 6M | +1.9% | +3.5% | -1.6% | -0.7% |
| YTD | -14.0% | +12.7% | -26.7% | -20.6% |
| 1Y | +0.2% | +8.2% | -7.9% | -5.3% |
| 3Y | +13.0% | +55.9% | -42.8% | -16.4% |
| 5Y | -39.6% | +51.2% | -90.8% | -56.3% |
| 10Y | -65.7% | +177.6% | -243.3% | -87.6% |
| All | -27.6% | +1,042.3% | -1,069.9% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling