-65.1%
AAL vs WELL
+340.0%
-405.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -1.3% | -1.1% | -0.2% | -0.8% |
| 30D | -13.7% | +0.7% | -14.5% | -14.2% |
| 3M | -8.2% | +14.5% | -22.7% | -14.3% |
| 6M | +13.1% | +14.4% | -1.3% | +5.4% |
| YTD | -15.6% | +28.5% | -44.1% | -25.7% |
| 1Y | +1.4% | +41.8% | -40.4% | -15.1% |
| 3Y | -7.4% | +202.8% | -210.3% | -47.9% |
| 5Y | -35.9% | +208.8% | -244.7% | -64.8% |
| 10Y | -65.1% | +356.5% | -421.7% | -84.8% |
| All | -65.1% | +340.0% | -405.1% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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