-68.6%
AAL vs WM
+330.8%
-399.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.1% | +3.2% | -3.3% | -1.6% |
| 30D | +11.7% | +13.0% | -1.3% | +5.2% |
| 3M | -12.5% | +9.2% | -21.8% | -16.5% |
| 6M | +3.6% | +13.6% | -10.0% | -3.8% |
| YTD | -14.1% | +12.4% | -26.5% | -20.6% |
| 1Y | +0.8% | +21.2% | -20.5% | -10.9% |
| 3Y | +11.8% | +48.7% | -36.9% | -16.2% |
| 5Y | -35.1% | +61.9% | -97.0% | -55.2% |
| All | -68.6% | +330.8% | -399.4% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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