-10.5%
AAL vs WETO
-99.4%
+88.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.7% | +1.2% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | -12.9% | -39.9% | +27.0% | -13.0% |
| 3M | -11.2% | -97.9% | +86.7% | -6.5% |
| 6M | +17.8% | -95.0% | +112.9% | +20.8% |
| YTD | -15.1% | -97.2% | +82.0% | -13.4% |
| 1Y | +0.5% | -98.9% | +99.4% | +2.2% |
| All | -10.5% | -99.4% | +88.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling