-10.9%
AAL vs WETO
-99.4%
+88.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.4% | +0.2% |
| 7D | -1.3% | -38.7% | +37.4% | -1.4% |
| 30D | -13.7% | -51.3% | +37.6% | -13.8% |
| 3M | -8.2% | -97.8% | +89.7% | -3.4% |
| 6M | +13.1% | -94.8% | +107.9% | +15.8% |
| YTD | -15.6% | -97.2% | +81.6% | -13.9% |
| 1Y | +1.4% | -98.9% | +100.4% | +3.1% |
| All | -10.9% | -99.4% | +88.5% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling